+160.7%
CNH vs HIG
+314.4%
-153.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | +1.8% | -0.5% | +2.3% | +2.1% |
| 30D | +32.6% | -2.8% | +35.5% | +34.5% |
| 3M | +29.4% | +6.3% | +23.1% | +24.4% |
| 6M | +26.0% | -0.1% | +26.1% | +25.0% |
| YTD | +52.2% | +0.4% | +51.8% | +50.6% |
| 1Y | +23.9% | +6.2% | +17.6% | +18.3% |
| 3Y | +10.1% | +101.6% | -91.5% | -28.4% |
| 5Y | +13.2% | +119.8% | -106.7% | -29.5% |
| 10Y | +160.7% | +311.7% | -151.1% | +13.9% |
| All | +160.7% | +314.4% | -153.7% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling