+245.3%
HD vs CRS
+882.2%
-637.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.4% |
| 7D | -1.2% | +4.4% | -5.5% | -2.1% |
| 30D | +20.9% | -19.1% | +40.0% | +24.9% |
| 3M | -0.2% | -43.2% | +43.1% | +10.7% |
| 6M | +14.5% | -28.9% | +43.4% | +20.6% |
| YTD | +4.3% | -3.0% | +7.3% | +2.4% |
| 1Y | -3.5% | -5.3% | +1.8% | -4.9% |
| 3Y | +30.1% | +363.5% | -333.4% | -13.4% |
| 5Y | +8.5% | +858.2% | -849.7% | -41.1% |
| 10Y | +245.3% | +862.9% | -617.6% | +64.8% |
| All | +245.3% | +882.2% | -637.0% | +64.8% |
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