+152.5%
CNH vs INDA
+83.0%
+69.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.0% |
| 7D | -2.5% | -3.6% | +1.2% | +0.5% |
| 30D | +27.0% | -4.0% | +31.0% | +31.2% |
| 3M | +32.6% | +1.7% | +30.9% | +31.0% |
| 6M | +23.6% | -3.6% | +27.2% | +27.5% |
| YTD | +47.8% | -11.0% | +58.8% | +62.0% |
| 1Y | +21.3% | -9.5% | +30.8% | +30.8% |
| 3Y | +7.0% | +7.6% | -0.7% | -0.7% |
| 5Y | +10.2% | +4.8% | +5.4% | +4.7% |
| All | +152.5% | +83.0% | +69.5% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling