+6,101.6%
CRH vs THC
+518.1%
+5,583.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.0% |
| 7D | -3.6% | +4.1% | -7.7% | -4.2% |
| 30D | -10.8% | +3.5% | -14.3% | -11.3% |
| 3M | -13.5% | +61.7% | -75.2% | -19.7% |
| 6M | -15.4% | +11.8% | -27.3% | -17.3% |
| YTD | -27.6% | +35.4% | -63.0% | -31.4% |
| 1Y | -18.4% | +37.0% | -55.4% | -23.0% |
| 3Y | +72.5% | +260.1% | -187.6% | +38.7% |
| 5Y | +99.2% | +262.6% | -163.4% | +56.1% |
| 10Y | +257.0% | +1,039.2% | -782.2% | +115.5% |
| All | +6,101.6% | +518.1% | +5,583.5% | +3,353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling