-4.6%
HD vs CRH
-13.9%
+9.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.9% | +3.6% |
| 7D | +11.9% | +14.2% | -2.2% | +4.6% |
| 30D | +26.4% | +19.5% | +6.9% | +15.5% |
| 3M | +2.8% | +0.4% | +2.5% | +2.1% |
| 6M | +15.5% | -10.1% | +25.6% | +20.1% |
| YTD | +5.5% | -19.9% | +25.5% | +12.0% |
| 1Y | -4.6% | -14.8% | +10.3% | -1.4% |
| All | -4.6% | -13.9% | +9.3% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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