+396.0%
HPE vs CRH
+93.9%
+302.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.0% | +11.4% | +11.9% |
| 7D | +19.4% | -6.1% | +25.5% | +23.1% |
| 30D | +5.6% | -9.3% | +14.9% | +10.7% |
| 3M | +33.1% | -15.2% | +48.3% | +43.3% |
| 6M | +192.5% | -14.2% | +206.7% | +210.1% |
| YTD | +160.9% | -28.3% | +189.2% | +205.3% |
| 1Y | +155.0% | -21.8% | +176.7% | +183.0% |
| 3Y | +289.4% | +71.6% | +217.8% | +183.5% |
| All | +396.0% | +93.9% | +302.1% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling