+23.9%
CNH vs HIG
+6.8%
+17.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +32.6% | -2.8% | +35.5% | +33.4% |
| 3M | +29.4% | +6.3% | +23.1% | +26.7% |
| 6M | +26.0% | -0.1% | +26.1% | +26.2% |
| YTD | +52.2% | +0.4% | +51.8% | +52.5% |
| 1Y | +23.9% | +6.2% | +17.6% | +24.9% |
| All | +23.9% | +6.8% | +17.1% | +24.9% |
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 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