+8.7%
CNH vs XHB
+37.2%
-28.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.1% | -3.9% |
| 7D | +8.8% | +0.2% | +8.6% | +8.8% |
| 30D | +24.7% | -9.1% | +33.7% | +32.9% |
| 3M | +27.3% | -2.3% | +29.7% | +29.2% |
| 6M | +23.2% | -4.1% | +27.3% | +26.7% |
| YTD | +48.9% | -1.7% | +50.6% | +50.6% |
| 1Y | +19.4% | -15.1% | +34.5% | +32.6% |
| 3Y | +7.8% | +26.8% | -19.1% | -9.1% |
| 5Y | +8.7% | +37.3% | -28.6% | -13.1% |
| All | +8.7% | +37.2% | -28.5% | -13.1% |
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