+116.4%
HPE vs CRH
-13.9%
+130.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.6% | -11.3% | -6.3% |
| 7D | -17.0% | +14.2% | -31.1% | -18.9% |
| 30D | -26.7% | +19.5% | -46.3% | -29.2% |
| 3M | -4.1% | +0.4% | -4.5% | -2.9% |
| 6M | +75.4% | -10.1% | +85.6% | +84.2% |
| YTD | +111.0% | -19.9% | +131.0% | +134.1% |
| 1Y | +116.4% | -14.8% | +131.3% | +129.0% |
| All | +116.4% | -13.9% | +130.3% | +129.0% |
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