+13.1%
CNH vs HDB
-35.4%
+48.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.2% |
| 7D | +23.3% | +0.4% | +22.9% | +23.1% |
| 30D | +33.5% | -2.8% | +36.3% | +34.8% |
| 3M | +32.7% | -3.5% | +36.3% | +34.0% |
| 6M | +22.2% | -24.7% | +46.9% | +33.3% |
| YTD | +57.7% | -36.6% | +94.3% | +81.2% |
| 1Y | +28.0% | -34.4% | +62.4% | +45.0% |
| 3Y | +11.5% | -24.4% | +35.9% | +17.8% |
| All | +13.1% | -35.4% | +48.5% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling