+31.7%
HD vs CNH
+35.8%
-4.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | -1.2% | +6.7% | -7.8% | -2.9% |
| 30D | +20.9% | +7.2% | +13.7% | +18.5% |
| 3M | -0.2% | +17.5% | -17.7% | -5.4% |
| 6M | +14.5% | +15.0% | -0.5% | +8.6% |
| YTD | +4.3% | +36.8% | -32.5% | -6.2% |
| 1Y | -3.5% | +27.6% | -31.1% | -11.6% |
| All | +31.7% | +35.8% | -4.1% | +13.2% |
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