+52.2%
HL vs CRH
+6,046.1%
-5,993.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -4.4% | -6.1% | +1.7% | -2.2% |
| 30D | +9.3% | -9.3% | +18.6% | +13.2% |
| 3M | +32.0% | -15.2% | +47.2% | +40.0% |
| 6M | -6.4% | -14.2% | +7.8% | -1.1% |
| YTD | +3.1% | -28.3% | +31.4% | +16.7% |
| 1Y | +77.6% | -21.8% | +99.3% | +94.1% |
| 3Y | +392.8% | +71.6% | +321.2% | +307.6% |
| 5Y | +234.1% | +96.6% | +137.5% | +161.7% |
| 10Y | +264.5% | +253.8% | +10.6% | +134.5% |
| All | +52.2% | +6,046.1% | -5,993.9% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling