-1.9%
HD vs CNH
+33.2%
-35.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.9% | -8.0% | +0.2% |
| 7D | +3.6% | +8.6% | -5.0% | +1.4% |
| 30D | +21.6% | +12.6% | +9.0% | +17.8% |
| 3M | +0.1% | +17.5% | -17.4% | -5.3% |
| 6M | +13.0% | +18.1% | -5.1% | +6.3% |
| YTD | +4.9% | +40.4% | -35.4% | -9.0% |
| All | -1.9% | +33.2% | -35.1% | -13.6% |
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