+248.1%
HD vs CRS
+814.8%
-566.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.5% |
| 7D | -0.5% | +7.4% | -7.9% | -1.9% |
| 30D | +18.5% | -21.2% | +39.7% | +23.1% |
| 3M | +2.2% | -43.3% | +45.4% | +13.3% |
| 6M | +13.8% | -29.4% | +43.2% | +20.0% |
| YTD | +3.4% | -4.7% | +8.1% | +1.9% |
| 1Y | -3.5% | -9.6% | +6.1% | -4.0% |
| 3Y | +29.0% | +355.5% | -326.5% | -13.9% |
| 5Y | +6.1% | +826.6% | -820.5% | -42.0% |
| All | +248.1% | +814.8% | -566.7% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling