+160.7%
CNH vs HBM
+625.8%
-465.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +1.8% | +5.5% | -3.7% | +0.1% |
| 30D | +32.6% | +3.3% | +29.3% | +31.0% |
| 3M | +29.4% | +12.7% | +16.8% | +23.3% |
| 6M | +26.0% | +28.2% | -2.2% | +14.0% |
| YTD | +52.2% | +45.3% | +6.9% | +31.0% |
| 1Y | +23.9% | +121.7% | -97.8% | -7.2% |
| 3Y | +10.1% | +523.5% | -513.4% | -42.7% |
| 5Y | +13.2% | +393.9% | -380.8% | -40.5% |
| 10Y | +160.7% | +647.9% | -487.2% | -4.1% |
| All | +160.7% | +625.8% | -465.2% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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