+68.0%
CNH vs BAH
+464.0%
-396.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | +23.3% | -3.2% | +26.5% | +24.1% |
| 30D | +33.5% | +2.0% | +31.5% | +32.5% |
| 3M | +32.7% | -7.6% | +40.3% | +34.7% |
| 6M | +22.2% | -5.7% | +27.9% | +22.3% |
| YTD | +57.7% | -11.7% | +69.4% | +59.1% |
| 1Y | +28.0% | -27.4% | +55.4% | +35.4% |
| 3Y | +11.5% | -32.5% | +44.1% | +14.8% |
| 5Y | +11.9% | -3.3% | +15.2% | +0.4% |
| 10Y | +162.8% | +186.0% | -23.2% | +70.5% |
| All | +68.0% | +464.0% | -396.0% | -11.9% |
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