+43.0%
CNH vs HIG
+483.3%
-440.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.5% | -5.6% |
| 7D | +4.5% | +2.1% | +2.4% | +3.2% |
| 30D | +7.6% | +6.7% | +0.9% | +3.7% |
| 3M | +17.0% | -1.9% | +18.9% | +17.8% |
| 6M | +12.9% | +5.3% | +7.6% | +8.6% |
| YTD | +34.3% | +1.3% | +32.9% | +31.8% |
| 1Y | +28.5% | +7.2% | +21.3% | +22.1% |
| 3Y | +31.9% | +96.6% | -64.8% | -13.5% |
| 5Y | -9.6% | +110.0% | -119.6% | -42.7% |
| 10Y | +106.3% | +268.4% | -162.1% | -7.2% |
| All | +43.0% | +483.3% | -440.3% | -49.9% |
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 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