+112.1%
CNH vs INVH
+79.4%
+32.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +1.8% | -2.3% | +4.1% | +3.0% |
| 30D | +32.6% | -5.7% | +38.4% | +36.3% |
| 3M | +29.4% | -4.5% | +33.9% | +32.2% |
| 6M | +26.0% | +11.0% | +15.0% | +19.5% |
| YTD | +52.2% | +3.7% | +48.5% | +48.7% |
| 1Y | +23.9% | -2.8% | +26.7% | +24.6% |
| 3Y | +10.1% | -7.1% | +17.3% | +11.7% |
| 5Y | +13.2% | -19.4% | +32.6% | +21.4% |
| All | +112.1% | +79.4% | +32.7% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling