+30.2%
CNH vs BAH
-26.8%
+57.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +3.0% | +1.7% | +1.3% | +2.9% |
| 30D | -0.6% | +20.8% | -21.4% | -1.5% |
| 3M | +14.6% | +11.6% | +3.1% | +14.1% |
| 6M | +11.8% | +23.1% | -11.3% | +10.1% |
| YTD | +30.4% | +5.3% | +25.2% | +29.3% |
| 1Y | +19.1% | +6.1% | +12.9% | +17.9% |
| 3Y | +30.2% | -27.5% | +57.7% | +28.3% |
| All | +30.2% | -26.8% | +57.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling