+28.0%
CNH vs HIG
+5.1%
+22.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.2% |
| 7D | +23.3% | +0.3% | +23.0% | +23.2% |
| 30D | +33.5% | -3.2% | +36.7% | +34.3% |
| 3M | +32.7% | +9.1% | +23.6% | +29.1% |
| 6M | +22.2% | -1.8% | +24.0% | +23.2% |
| YTD | +57.7% | +1.8% | +55.9% | +57.5% |
| 1Y | +28.0% | +4.6% | +23.4% | +28.6% |
| All | +28.0% | +5.1% | +22.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling