+405.5%
GH vs CNH
+51.8%
+353.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.3% |
| 7D | -0.2% | +1.8% | -2.0% | -1.0% |
| 30D | -2.6% | +32.6% | -35.3% | -12.8% |
| 3M | +25.1% | +29.4% | -4.3% | +12.1% |
| 6M | +78.5% | +26.0% | +52.5% | +60.3% |
| YTD | +59.4% | +52.2% | +7.2% | +32.3% |
| 1Y | +173.9% | +23.9% | +150.0% | +144.7% |
| 3Y | +382.7% | +10.1% | +372.6% | +339.1% |
| 5Y | +24.4% | +13.2% | +11.2% | +10.1% |
| All | +405.5% | +51.8% | +353.7% | +316.9% |
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