+124.0%
CNH vs BAH
+218.8%
-94.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +10.6% |
| 7D | +8.6% | -1.5% | +10.1% | +8.9% |
| 30D | +12.6% | +17.3% | -4.7% | +8.6% |
| 3M | +17.5% | +14.9% | +2.6% | +13.4% |
| 6M | +18.1% | +14.2% | +3.9% | +13.4% |
| YTD | +40.4% | +5.1% | +35.3% | +35.8% |
| 1Y | +34.0% | +2.1% | +31.9% | +30.3% |
| 3Y | +35.3% | -26.0% | +61.3% | +36.6% |
| 5Y | -5.1% | +9.0% | -14.1% | -18.2% |
| 10Y | +124.0% | +208.8% | -84.8% | +43.4% |
| All | +124.0% | +218.8% | -94.7% | +43.4% |
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