-2.6%
HD vs CNH
+27.3%
-29.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.4% |
| 7D | +5.2% | +4.5% | +0.7% | +3.9% |
| 30D | +20.7% | +7.6% | +13.1% | +18.2% |
| 3M | +0.8% | +17.0% | -16.2% | -4.9% |
| 6M | +12.2% | +12.9% | -0.7% | +6.7% |
| YTD | +4.2% | +34.3% | -30.0% | -8.6% |
| 1Y | -2.6% | +28.5% | -31.1% | -13.3% |
| All | -2.6% | +27.3% | -29.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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