+526.4%
HD vs CNH
+28.6%
+497.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -0.5% |
| 7D | +6.4% | -0.4% | +6.7% | +6.4% |
| 30D | +22.1% | -15.2% | +37.3% | +27.3% |
| 3M | -0.2% | +4.3% | -4.4% | -2.2% |
| 6M | +12.6% | +10.1% | +2.5% | +8.1% |
| YTD | +3.9% | +23.2% | -19.3% | -3.7% |
| 1Y | -3.7% | +8.5% | -12.2% | -7.8% |
| 3Y | +27.9% | +4.1% | +23.8% | +20.9% |
| 5Y | +7.8% | -17.8% | +25.7% | +6.2% |
| 10Y | +269.4% | +113.3% | +156.0% | +174.7% |
| All | +526.4% | +28.6% | +497.8% | +392.4% |
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