+19.4%
CNH vs HDB
-36.7%
+56.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.5% | -4.6% |
| 7D | +8.8% | -2.0% | +10.8% | +9.6% |
| 30D | +24.7% | -4.9% | +29.5% | +26.6% |
| 3M | +27.3% | -2.3% | +29.6% | +28.4% |
| 6M | +23.2% | -23.7% | +46.9% | +27.3% |
| YTD | +48.9% | -38.5% | +87.4% | +48.1% |
| 1Y | +19.4% | -36.5% | +55.9% | +17.6% |
| All | +19.4% | -36.7% | +56.1% | +17.6% |
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