+133.9%
HL vs CRH
-14.7%
+148.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -4.3% |
| 7D | +1.5% | -1.7% | +3.1% | +2.7% |
| 30D | +25.1% | -5.4% | +30.4% | +30.0% |
| 3M | +22.9% | -11.2% | +34.1% | +33.7% |
| 6M | -4.9% | -15.8% | +10.9% | +7.1% |
| YTD | +7.8% | -23.6% | +31.5% | +30.2% |
| 1Y | +133.9% | -14.6% | +148.5% | +165.7% |
| All | +133.9% | -14.7% | +148.6% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling