-14.4%
GEHC vs CNH
+20.6%
-35.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.5% | -2.0% |
| 7D | -5.2% | +8.8% | -14.0% | -6.8% |
| 30D | -7.0% | +24.7% | -31.6% | -11.3% |
| 3M | +3.3% | +27.3% | -24.0% | -3.0% |
| 6M | -10.0% | +23.2% | -33.1% | -14.8% |
| YTD | -18.5% | +48.9% | -67.4% | -28.7% |
| 1Y | -14.4% | +19.4% | -33.8% | -22.1% |
| All | -14.4% | +20.6% | -35.0% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling