+474.7%
HD vs CNH
+64.7%
+410.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | -0.2% |
| 7D | -2.1% | +23.3% | -25.3% | -7.7% |
| 30D | -8.4% | +33.5% | -41.9% | -15.8% |
| 3M | +4.3% | +32.7% | -28.4% | -4.1% |
| 6M | -11.1% | +22.2% | -33.3% | -16.9% |
| YTD | -4.7% | +57.7% | -62.4% | -17.0% |
| 1Y | -19.8% | +28.0% | -47.8% | -26.3% |
| 3Y | +4.1% | +11.5% | -7.4% | -3.1% |
| 5Y | +10.3% | +11.9% | -1.5% | +0.1% |
| 10Y | +203.2% | +162.8% | +40.4% | +112.9% |
| All | +474.7% | +64.7% | +410.0% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling