+149.5%
CNH vs HDB
+34.0%
+115.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.5% | -4.3% |
| 7D | +8.8% | -2.0% | +10.8% | +9.9% |
| 30D | +24.7% | -4.9% | +29.5% | +27.5% |
| 3M | +27.3% | -2.3% | +29.6% | +28.2% |
| 6M | +23.2% | -23.7% | +46.9% | +37.4% |
| YTD | +48.9% | -38.5% | +87.4% | +81.5% |
| 1Y | +19.4% | -36.5% | +55.9% | +42.9% |
| 3Y | +7.8% | -28.5% | +36.2% | +19.0% |
| 5Y | +8.7% | -37.4% | +46.1% | +25.0% |
| 10Y | +149.5% | +34.0% | +115.5% | +94.9% |
| All | +149.5% | +34.0% | +115.5% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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