+203.4%
HD vs CRS
+1,409.1%
-1,205.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.1% |
| 7D | -3.9% | -4.1% | +0.2% | -3.1% |
| 30D | -13.1% | -16.6% | +3.5% | -10.0% |
| 3M | -3.4% | -14.3% | +10.8% | -0.9% |
| 6M | -12.6% | +11.6% | -24.1% | -15.2% |
| YTD | -9.2% | +42.6% | -51.8% | -16.6% |
| 1Y | -23.9% | +81.8% | -105.7% | -34.2% |
| 3Y | +0.4% | +632.1% | -631.6% | -38.3% |
| 5Y | +4.5% | +1,401.6% | -1,397.1% | -47.5% |
| All | +203.4% | +1,409.1% | -1,205.7% | +33.4% |
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