+428.8%
CRH vs XHB
+161.2%
+267.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | -0.1% |
| 7D | -6.1% | -4.6% | -1.4% | -3.0% |
| 30D | -9.3% | -9.1% | -0.1% | -3.2% |
| 3M | -15.2% | -8.6% | -6.6% | -9.9% |
| 6M | -14.2% | -4.0% | -10.2% | -11.7% |
| YTD | -28.3% | -3.9% | -24.3% | -26.2% |
| 1Y | -21.8% | -16.5% | -5.3% | -12.0% |
| 3Y | +71.6% | +22.6% | +49.1% | +47.5% |
| 5Y | +96.6% | +33.9% | +62.7% | +56.9% |
| 10Y | +253.8% | +213.0% | +40.8% | +58.4% |
| All | +428.8% | +161.2% | +267.6% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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