+17.0%
CNH vs HDB
-29.3%
+46.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.8% |
| 7D | +6.4% | +4.1% | +2.3% | +5.2% |
| 30D | -1.6% | +13.0% | -14.6% | -5.2% |
| 3M | +11.6% | +11.3% | +0.3% | +8.0% |
| 6M | +12.5% | +6.9% | +5.6% | +9.8% |
| YTD | +31.1% | -29.6% | +60.7% | +24.6% |
| 1Y | +17.0% | -29.5% | +46.5% | +11.4% |
| All | +17.0% | -29.3% | +46.3% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling