+45.7%
CNH vs HDB
+280.7%
-235.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +6.7% | +6.9% | -0.3% | +3.9% |
| 30D | +7.2% | +15.2% | -8.0% | +1.2% |
| 3M | +17.5% | +11.7% | +5.8% | +12.0% |
| 6M | +15.0% | +7.5% | +7.4% | +10.7% |
| YTD | +36.8% | -28.8% | +65.6% | +54.7% |
| 1Y | +27.6% | -29.1% | +56.7% | +44.4% |
| 3Y | +34.3% | -7.0% | +41.3% | +32.0% |
| 5Y | -12.2% | -22.1% | +9.8% | -8.9% |
| 10Y | +113.9% | +64.9% | +49.0% | +59.1% |
| All | +45.7% | +280.7% | -235.0% | -10.2% |
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