+149.5%
CNH vs BAH
+182.5%
-33.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.3% |
| 7D | +8.8% | -4.3% | +13.1% | +9.8% |
| 30D | +24.7% | -4.5% | +29.1% | +25.7% |
| 3M | +27.3% | -7.6% | +34.9% | +29.2% |
| 6M | +23.2% | -10.6% | +33.8% | +25.0% |
| YTD | +48.9% | -12.6% | +61.5% | +50.6% |
| 1Y | +19.4% | -27.0% | +46.4% | +26.1% |
| 3Y | +7.8% | -31.5% | +39.2% | +9.4% |
| 5Y | +8.7% | -3.8% | +12.5% | -4.2% |
| 10Y | +149.5% | +183.9% | -34.4% | +59.5% |
| All | +149.5% | +182.5% | -33.0% | +59.5% |
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