-5.5%
CNH vs XHB
+36.3%
-41.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.6% | +7.3% | +8.5% |
| 7D | +8.6% | +1.3% | +7.2% | +7.5% |
| 30D | +12.6% | +11.8% | +0.7% | +4.1% |
| 3M | +17.5% | -3.8% | +21.3% | +20.3% |
| 6M | +18.1% | +4.1% | +14.0% | +14.5% |
| YTD | +40.4% | +4.0% | +36.4% | +36.4% |
| 1Y | +34.0% | +1.6% | +32.4% | +32.1% |
| 3Y | +35.3% | +43.2% | -7.9% | +5.3% |
| All | -5.5% | +36.3% | -41.8% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling