+37.0%
HPQ vs CRH
+70.5%
-33.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.0% |
| 7D | +9.8% | -6.1% | +15.8% | +12.3% |
| 30D | +22.4% | -9.3% | +31.6% | +26.7% |
| 3M | +45.2% | -15.2% | +60.3% | +53.7% |
| 6M | +96.4% | -14.2% | +110.6% | +105.1% |
| YTD | +65.4% | -28.3% | +93.6% | +86.0% |
| 1Y | +31.6% | -21.8% | +53.4% | +42.0% |
| 3Y | +37.0% | +71.6% | -34.6% | +21.9% |
| All | +37.0% | +70.5% | -33.5% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling