+106.3%
CNH vs BAH
+197.5%
-91.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.1% |
| 7D | +6.4% | -3.2% | +9.6% | +7.1% |
| 30D | -1.6% | +19.5% | -21.2% | -5.5% |
| 3M | +11.6% | +11.1% | +0.5% | +8.5% |
| 6M | +12.5% | +16.3% | -3.8% | +7.6% |
| YTD | +31.1% | +4.8% | +26.3% | +26.8% |
| 1Y | +17.0% | +4.9% | +12.1% | +12.9% |
| 3Y | +28.7% | -27.0% | +55.8% | +30.6% |
| 5Y | -17.4% | +5.7% | -23.1% | -28.1% |
| All | +106.3% | +197.5% | -91.2% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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