+575.2%
HLT vs CNH
+158.6%
+416.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.6% | -5.7% | +4.1% | +0.5% |
| 30D | -5.0% | +26.6% | -31.6% | -13.7% |
| 3M | -10.4% | +31.1% | -41.5% | -20.4% |
| 6M | +3.2% | +24.9% | -21.6% | -7.3% |
| YTD | +6.7% | +48.7% | -42.0% | -11.0% |
| 1Y | +10.3% | +22.2% | -11.9% | -1.2% |
| 3Y | +99.3% | +7.4% | +91.9% | +81.3% |
| 5Y | +143.7% | +10.8% | +132.9% | +111.7% |
| All | +575.2% | +158.6% | +416.7% | +312.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling