+68.0%
CNH vs XHB
+277.9%
-209.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.1% | +3.3% |
| 7D | +23.3% | -1.3% | +24.6% | +24.4% |
| 30D | +33.5% | -6.9% | +40.3% | +40.3% |
| 3M | +32.7% | -1.3% | +34.0% | +33.6% |
| 6M | +22.2% | -6.8% | +29.0% | +28.6% |
| YTD | +57.7% | +0.7% | +57.0% | +56.5% |
| 1Y | +28.0% | -11.2% | +39.2% | +38.8% |
| 3Y | +11.5% | +25.3% | -13.8% | -8.2% |
| 5Y | +11.9% | +37.3% | -25.5% | -16.1% |
| 10Y | +162.8% | +211.5% | -48.7% | +4.1% |
| All | +68.0% | +277.9% | -209.9% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling