+7.7%
CNH vs INVH
-20.2%
+27.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.7% | -3.0% | -2.7% | -4.4% |
| 30D | +26.6% | -7.5% | +34.1% | +30.9% |
| 3M | +31.1% | -5.5% | +36.6% | +34.3% |
| 6M | +24.9% | +11.7% | +13.2% | +18.7% |
| YTD | +48.7% | +1.3% | +47.4% | +47.1% |
| 1Y | +22.2% | -6.1% | +28.3% | +25.0% |
| 3Y | +7.4% | -9.8% | +17.2% | +10.1% |
| All | +7.7% | -20.2% | +27.9% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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