+563.1%
HPE vs CRH
+253.3%
+309.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +11.9% |
| 7D | +19.4% | -6.1% | +25.5% | +23.3% |
| 30D | +5.6% | -9.3% | +14.9% | +11.0% |
| 3M | +33.1% | -15.2% | +48.3% | +43.9% |
| 6M | +192.5% | -14.2% | +206.7% | +211.4% |
| YTD | +160.9% | -28.3% | +189.2% | +206.7% |
| 1Y | +155.0% | -21.8% | +176.7% | +184.4% |
| 3Y | +289.4% | +71.6% | +217.8% | +176.3% |
| 5Y | +395.7% | +96.6% | +299.0% | +216.6% |
| All | +563.1% | +253.3% | +309.8% | +199.7% |
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