+34,084.2%
HD vs CRS
+6,491.0%
+27,593.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.5% |
| 7D | -1.2% | +4.4% | -5.5% | -2.2% |
| 30D | +20.9% | -19.1% | +40.0% | +25.4% |
| 3M | -0.2% | -43.2% | +43.1% | +11.8% |
| 6M | +14.5% | -28.9% | +43.4% | +21.3% |
| YTD | +4.3% | -3.0% | +7.3% | +2.3% |
| 1Y | -3.5% | -5.3% | +1.8% | -4.9% |
| 3Y | +30.1% | +363.5% | -333.4% | -15.2% |
| 5Y | +8.5% | +858.2% | -849.7% | -42.6% |
| 10Y | +245.3% | +862.9% | -617.6% | +61.2% |
| All | +34,084.2% | +6,491.0% | +27,593.3% | +7,785.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling