+68.0%
CNH vs HIG
+485.7%
-417.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.7% |
| 7D | +23.3% | +0.3% | +23.0% | +23.0% |
| 30D | +33.5% | -3.2% | +36.7% | +35.7% |
| 3M | +32.7% | +9.1% | +23.6% | +25.4% |
| 6M | +22.2% | -1.8% | +24.0% | +22.4% |
| YTD | +57.7% | +1.8% | +55.9% | +54.8% |
| 1Y | +28.0% | +4.6% | +23.4% | +23.2% |
| 3Y | +11.5% | +101.6% | -90.1% | -27.8% |
| 5Y | +11.9% | +124.5% | -112.6% | -31.5% |
| 10Y | +162.8% | +317.8% | -155.0% | +9.8% |
| All | +68.0% | +485.7% | -417.7% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling