+7.8%
CNH vs HBM
+522.1%
-514.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.8% | -11.3% | -6.9% |
| 7D | +8.8% | +7.4% | +1.4% | +6.9% |
| 30D | +24.7% | +5.1% | +19.6% | +22.8% |
| 3M | +27.3% | +11.1% | +16.2% | +22.9% |
| 6M | +23.2% | +30.2% | -7.1% | +12.6% |
| YTD | +48.9% | +46.2% | +2.7% | +30.4% |
| 1Y | +19.4% | +120.0% | -100.6% | -7.7% |
| 3Y | +7.8% | +527.4% | -519.7% | -47.2% |
| All | +7.8% | +522.1% | -514.3% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling