+25.9%
HD vs CNH
+7.0%
+18.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.5% |
| 7D | +4.3% | -1.7% | +6.0% | +4.8% |
| 30D | +20.2% | -7.2% | +27.4% | +22.2% |
| 3M | -1.0% | +6.5% | -7.6% | -3.6% |
| 6M | +7.9% | +7.9% | 0.0% | +4.2% |
| YTD | +2.0% | +26.6% | -24.6% | -6.0% |
| 1Y | -4.3% | +13.8% | -18.1% | -9.5% |
| 3Y | +25.9% | +9.2% | +16.7% | +17.9% |
| All | +25.9% | +7.0% | +18.9% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling