+68.0%
CNH vs HBM
+237.5%
-169.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +5.0% | +4.3% |
| 7D | +23.3% | -6.4% | +29.6% | +25.3% |
| 30D | +33.5% | +5.9% | +27.5% | +31.1% |
| 3M | +32.7% | -8.9% | +41.6% | +33.9% |
| 6M | +22.2% | +10.7% | +11.5% | +16.0% |
| YTD | +57.7% | +38.3% | +19.4% | +39.3% |
| 1Y | +28.0% | +121.3% | -93.4% | -1.8% |
| 3Y | +11.5% | +450.6% | -439.0% | -36.4% |
| 5Y | +11.9% | +338.0% | -326.1% | -35.6% |
| 10Y | +162.8% | +578.6% | -415.8% | +13.0% |
| All | +68.0% | +237.5% | -169.6% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling