+8.1%
HD vs CRS
+837.7%
-829.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +20.7% | -22.9% | +43.6% | +24.9% |
| 3M | +0.8% | -46.8% | +47.6% | +10.9% |
| 6M | +12.2% | -30.4% | +42.6% | +17.3% |
| YTD | +4.2% | -5.4% | +9.6% | +3.1% |
| 1Y | -2.6% | -9.0% | +6.4% | -3.1% |
| 3Y | +30.0% | +352.2% | -322.1% | -8.4% |
| 5Y | +8.1% | +852.2% | -844.2% | -34.8% |
| All | +8.1% | +837.7% | -829.6% | -34.8% |
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 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