+575.2%
HLT vs CRH
+253.3%
+321.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -1.6% | -6.1% | +4.5% | +1.3% |
| 30D | -5.0% | -9.3% | +4.2% | -0.6% |
| 3M | -10.4% | -15.2% | +4.8% | -3.7% |
| 6M | +3.2% | -14.2% | +17.4% | +9.9% |
| YTD | +6.7% | -28.3% | +35.0% | +23.2% |
| 1Y | +10.3% | -21.8% | +32.0% | +21.1% |
| 3Y | +99.3% | +71.6% | +27.7% | +40.7% |
| 5Y | +143.7% | +96.6% | +47.1% | +55.7% |
| All | +575.2% | +253.3% | +321.9% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling