+234.8%
HPQ vs CRH
+247.3%
-12.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.4% |
| 7D | +5.2% | -5.6% | +10.8% | +8.5% |
| 30D | +14.1% | -8.4% | +22.5% | +19.3% |
| 3M | +36.1% | -16.1% | +52.2% | +48.3% |
| 6M | +83.7% | -10.2% | +93.8% | +90.7% |
| YTD | +58.6% | -27.9% | +86.5% | +84.8% |
| 1Y | +27.8% | -20.6% | +48.5% | +40.4% |
| 3Y | +38.4% | +68.9% | -30.5% | -4.5% |
| 5Y | +49.0% | +95.7% | -46.6% | -8.5% |
| 10Y | +234.8% | +248.9% | -14.1% | +37.4% |
| All | +234.8% | +247.3% | -12.5% | +37.4% |
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