+34.8%
CNH vs HDB
+267.8%
-233.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.0% |
| 7D | -1.7% | +13.3% | -15.0% | -6.6% |
| 30D | -7.2% | +13.6% | -20.8% | -12.0% |
| 3M | +6.5% | +5.8% | +0.8% | +3.8% |
| 6M | +7.9% | -1.9% | +9.8% | +7.6% |
| YTD | +26.6% | -31.2% | +57.8% | +45.1% |
| 1Y | +13.8% | -29.6% | +43.3% | +28.9% |
| 3Y | +9.2% | -10.1% | +19.3% | +8.7% |
| 5Y | -15.6% | -24.3% | +8.8% | -11.4% |
| 10Y | +119.2% | +59.3% | +59.9% | +65.2% |
| All | +34.8% | +267.8% | -233.0% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling