-21.8%
CRH vs THC
+37.3%
-59.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.1% | -0.5% | -5.5% | -6.0% |
| 30D | -9.3% | -1.2% | -8.1% | -9.2% |
| 3M | -15.2% | +52.3% | -67.5% | -19.8% |
| 6M | -14.2% | +12.4% | -26.6% | -17.0% |
| YTD | -28.3% | +32.7% | -60.9% | -31.3% |
| 1Y | -21.8% | +36.4% | -58.1% | -26.4% |
| All | -21.8% | +37.3% | -59.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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