+15.5%
GEHC vs CNH
-0.7%
+16.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.3% | -2.4% |
| 7D | -4.0% | +23.3% | -27.3% | -10.0% |
| 30D | -2.0% | +33.5% | -35.4% | -10.5% |
| 3M | +8.0% | +32.7% | -24.7% | -2.1% |
| 6M | -12.8% | +22.2% | -34.9% | -19.1% |
| YTD | -15.9% | +57.7% | -73.6% | -28.9% |
| 1Y | -6.9% | +28.0% | -34.9% | -15.6% |
| 3Y | 0.0% | +11.5% | -11.6% | -8.2% |
| All | +15.5% | -0.7% | +16.2% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling