-5.1%
CNH vs HBM
+217.3%
-222.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.0% | +1.9% | +8.3% |
| 7D | +8.6% | +5.0% | +3.5% | +7.1% |
| 30D | +12.6% | -12.7% | +25.3% | +16.5% |
| 3M | +17.5% | -17.4% | +34.9% | +22.9% |
| 6M | +18.1% | -8.9% | +27.0% | +17.4% |
| YTD | +40.4% | +14.9% | +25.5% | +27.0% |
| 1Y | +34.0% | +41.4% | -7.4% | +13.0% |
| 3Y | +35.3% | +462.1% | -426.8% | -35.7% |
| 5Y | -5.1% | +224.0% | -229.1% | -49.9% |
| All | -5.1% | +217.3% | -222.4% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling