+163.1%
GH vs CNH
+29.2%
+133.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.3% |
| 7D | -0.1% | +23.3% | -23.3% | -2.8% |
| 30D | -1.1% | +33.5% | -34.5% | -4.9% |
| 3M | +21.3% | +32.7% | -11.4% | +16.2% |
| 6M | +73.5% | +22.2% | +51.3% | +64.6% |
| YTD | +58.0% | +57.7% | +0.3% | +52.6% |
| 1Y | +163.1% | +28.0% | +135.1% | +150.0% |
| All | +163.1% | +29.2% | +133.8% | +150.0% |
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