+34.8%
CNH vs BAH
+561.2%
-526.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.2% | +3.7% |
| 7D | -1.7% | -3.5% | +1.8% | -1.0% |
| 30D | -7.2% | +24.3% | -31.5% | -11.9% |
| 3M | +6.5% | +16.3% | -9.8% | +2.3% |
| 6M | +7.9% | +13.6% | -5.7% | +3.5% |
| YTD | +26.6% | +3.5% | +23.1% | +22.7% |
| 1Y | +13.8% | +2.7% | +11.1% | +10.1% |
| 3Y | +9.2% | -26.6% | +35.8% | +10.7% |
| 5Y | -15.6% | +8.5% | -24.1% | -26.0% |
| 10Y | +119.2% | +225.1% | -105.9% | +37.9% |
| All | +34.8% | +561.2% | -526.4% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling