+106.3%
CNH vs HIG
+260.2%
-153.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | +6.4% | -0.1% | +6.5% | +6.4% |
| 30D | -1.6% | +4.4% | -6.0% | -4.0% |
| 3M | +11.6% | 0.0% | +11.5% | +11.1% |
| 6M | +12.5% | +3.8% | +8.7% | +9.1% |
| YTD | +31.1% | +0.7% | +30.4% | +29.2% |
| 1Y | +17.0% | +5.0% | +12.0% | +12.4% |
| 3Y | +28.7% | +95.3% | -66.6% | -14.8% |
| 5Y | -17.4% | +110.8% | -128.2% | -47.5% |
| All | +106.3% | +260.2% | -153.9% | +4.5% |
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