-14.6%
CRH vs PH
+30.5%
-45.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -1.7% | -3.1% | +1.4% | 0.0% |
| 30D | -5.4% | -3.2% | -2.1% | -4.1% |
| 3M | -11.2% | +10.6% | -21.8% | -16.9% |
| 6M | -15.8% | -2.1% | -13.7% | -16.1% |
| YTD | -23.6% | +10.2% | -33.8% | -27.4% |
| 1Y | -14.6% | +28.2% | -42.8% | -22.3% |
| All | -14.6% | +30.5% | -45.1% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling