+154.0%
CNH vs SCHG
+459.0%
-305.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.1% |
| 7D | -5.7% | -1.0% | -4.7% | -4.9% |
| 30D | +26.6% | -1.3% | +27.8% | +27.7% |
| 3M | +31.1% | +5.4% | +25.6% | +25.4% |
| 6M | +24.9% | +14.4% | +10.5% | +11.6% |
| YTD | +48.7% | +8.0% | +40.7% | +38.8% |
| 1Y | +22.2% | +12.7% | +9.5% | +9.8% |
| 3Y | +7.4% | +85.6% | -78.2% | -38.1% |
| 5Y | +10.8% | +85.5% | -74.7% | -37.4% |
| All | +154.0% | +459.0% | -305.0% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling