+199.1%
CRH vs USHY
+49.7%
+149.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -0.7% | -5.4% | -4.6% |
| 30D | -9.3% | -0.7% | -8.6% | -7.8% |
| 3M | -15.2% | +0.1% | -15.2% | -15.2% |
| 6M | -14.2% | +1.8% | -16.0% | -17.0% |
| YTD | -28.3% | +1.8% | -30.0% | -30.5% |
| 1Y | -21.8% | +3.3% | -25.1% | -26.6% |
| 3Y | +71.6% | +27.0% | +44.7% | +5.5% |
| 5Y | +96.6% | +21.0% | +75.6% | +37.7% |
| All | +199.1% | +49.7% | +149.3% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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