+143.7%
HLT vs CNH
+8.8%
+134.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +0.6% |
| 7D | -2.6% | -2.5% | -0.1% | -1.9% |
| 30D | -2.6% | +27.0% | -29.6% | -10.3% |
| 3M | -9.4% | +32.6% | -42.0% | -18.4% |
| 6M | +2.7% | +23.6% | -20.8% | -5.9% |
| YTD | +6.8% | +47.8% | -41.1% | -8.6% |
| 1Y | +12.4% | +21.3% | -8.9% | +2.8% |
| 3Y | +100.2% | +7.0% | +93.2% | +87.4% |
| 5Y | +143.7% | +10.2% | +133.6% | +113.0% |
| All | +143.7% | +8.8% | +134.9% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling