+113.9%
CNH vs XHB
+241.7%
-127.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +6.7% | -4.1% | +10.8% | +10.2% |
| 30D | +7.2% | +9.6% | -2.4% | 0.0% |
| 3M | +17.5% | -6.0% | +23.5% | +22.5% |
| 6M | +15.0% | +2.2% | +12.8% | +12.6% |
| YTD | +36.8% | +1.1% | +35.6% | +35.1% |
| 1Y | +27.6% | -1.7% | +29.4% | +28.6% |
| 3Y | +34.3% | +36.5% | -2.1% | +3.8% |
| 5Y | -12.2% | +33.5% | -45.7% | -32.7% |
| 10Y | +113.9% | +240.9% | -127.1% | -16.0% |
| All | +113.9% | +241.7% | -127.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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