+630.8%
HLT vs CNH
+91.8%
+539.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -0.2% |
| 7D | -2.4% | +8.8% | -11.2% | -5.5% |
| 30D | -4.1% | +24.7% | -28.7% | -11.9% |
| 3M | -10.6% | +27.3% | -37.9% | -19.2% |
| 6M | +2.0% | +23.2% | -21.1% | -7.3% |
| YTD | +6.1% | +48.9% | -42.8% | -10.4% |
| 1Y | +9.8% | +19.4% | -9.6% | 0.0% |
| 3Y | +99.0% | +7.8% | +91.3% | +82.0% |
| 5Y | +151.5% | +8.7% | +142.8% | +123.3% |
| 10Y | +561.1% | +149.5% | +411.6% | +320.3% |
| All | +630.8% | +91.8% | +539.0% | +366.5% |
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 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