+7.4%
HD vs CRS
+1,394.1%
-1,386.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.7% |
| 7D | -1.2% | -3.1% | +1.9% | -0.7% |
| 30D | -11.1% | -19.6% | +8.5% | -7.9% |
| 3M | +2.0% | -8.1% | +10.1% | +3.0% |
| 6M | -10.5% | +18.6% | -29.0% | -13.6% |
| YTD | -6.9% | +45.9% | -52.7% | -13.3% |
| 1Y | -23.2% | +82.5% | -105.7% | -31.6% |
| 3Y | +3.1% | +648.9% | -645.8% | -32.0% |
| 5Y | +7.4% | +1,438.1% | -1,430.7% | -38.9% |
| All | +7.4% | +1,394.1% | -1,386.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling