+245.6%
CRH vs PH
+820.2%
-574.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | 0.0% |
| 7D | -6.1% | -1.3% | -4.8% | -5.3% |
| 30D | -9.3% | -11.0% | +1.7% | -2.5% |
| 3M | -15.2% | +5.5% | -20.7% | -18.4% |
| 6M | -14.2% | +1.5% | -15.7% | -15.6% |
| YTD | -28.3% | +8.8% | -37.0% | -32.4% |
| 1Y | -21.8% | +24.5% | -46.3% | -32.6% |
| 3Y | +71.6% | +141.2% | -69.5% | -2.9% |
| 5Y | +96.6% | +256.3% | -159.7% | -13.7% |
| All | +245.6% | +820.2% | -574.5% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling