+528.9%
HD vs CNH
+42.8%
+486.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | -1.2% | +6.7% | -7.8% | -3.0% |
| 30D | +20.9% | +7.2% | +13.7% | +18.3% |
| 3M | -0.2% | +17.5% | -17.7% | -5.5% |
| 6M | +14.5% | +15.0% | -0.5% | +8.5% |
| YTD | +4.3% | +36.8% | -32.5% | -6.1% |
| 1Y | -3.5% | +27.6% | -31.1% | -11.5% |
| 3Y | +30.1% | +34.3% | -4.2% | +14.9% |
| 5Y | +8.5% | -12.2% | +20.7% | +4.8% |
| 10Y | +245.3% | +113.9% | +131.4% | +153.4% |
| All | +528.9% | +42.8% | +486.0% | +379.9% |
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 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