+31,139.8%
HD vs CRS
+10,171.0%
+20,968.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.6% |
| 7D | -2.1% | -0.2% | -1.8% | -2.0% |
| 30D | -8.4% | -16.6% | +8.2% | -4.8% |
| 3M | +4.3% | -3.5% | +7.8% | +4.6% |
| 6M | -11.1% | +15.4% | -26.6% | -14.8% |
| YTD | -4.7% | +51.2% | -55.9% | -14.3% |
| 1Y | -19.8% | +98.3% | -118.1% | -33.0% |
| 3Y | +4.1% | +651.5% | -647.4% | -38.5% |
| 5Y | +10.3% | +1,411.1% | -1,400.8% | -46.9% |
| 10Y | +203.2% | +1,424.3% | -1,221.2% | +28.3% |
| All | +31,139.8% | +10,171.0% | +20,968.8% | +6,504.1% |
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