+24.9%
CNH vs HBM
+120.5%
-95.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +1.8% | +5.5% | -3.7% | +0.9% |
| 30D | +32.6% | +3.3% | +29.3% | +31.7% |
| 3M | +29.4% | +12.7% | +16.8% | +26.3% |
| 6M | +26.0% | +28.2% | -2.2% | +18.1% |
| YTD | +52.2% | +45.3% | +6.9% | +41.6% |
| All | +24.9% | +120.5% | -95.7% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling