+8.7%
CNH vs HIG
+122.5%
-113.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -4.4% |
| 7D | +8.8% | -1.1% | +9.9% | +9.5% |
| 30D | +24.7% | -4.9% | +29.6% | +28.4% |
| 3M | +27.3% | +6.8% | +20.5% | +21.2% |
| 6M | +23.2% | -1.7% | +24.8% | +23.3% |
| YTD | +48.9% | -0.2% | +49.2% | +47.7% |
| 1Y | +19.4% | +5.7% | +13.7% | +13.5% |
| 3Y | +7.8% | +100.3% | -92.5% | -40.4% |
| 5Y | +8.7% | +118.5% | -109.8% | -45.5% |
| All | +8.7% | +122.5% | -113.8% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling