+12.0%
GEHC vs CNH
-6.2%
+18.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.5% | -1.4% |
| 7D | -5.2% | +8.8% | -14.0% | -7.7% |
| 30D | -7.0% | +24.7% | -31.6% | -13.4% |
| 3M | +3.3% | +27.3% | -24.0% | -5.3% |
| 6M | -10.0% | +23.2% | -33.1% | -17.0% |
| YTD | -18.5% | +48.9% | -67.4% | -29.9% |
| 1Y | -14.4% | +19.4% | -33.8% | -20.8% |
| 3Y | +3.4% | +7.8% | -4.3% | -3.9% |
| All | +12.0% | -6.2% | +18.2% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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