+382.5%
GH vs CNH
+33.9%
+348.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -0.6% |
| 7D | -11.2% | +4.5% | -15.7% | -12.7% |
| 30D | -7.2% | +7.6% | -14.9% | -9.9% |
| 3M | -7.1% | +17.0% | -24.1% | -13.3% |
| 6M | +62.3% | +12.9% | +49.4% | +51.7% |
| YTD | +52.1% | +34.3% | +17.8% | +31.5% |
| 1Y | +58.6% | +28.5% | +30.1% | +39.0% |
| 3Y | +619.9% | +31.9% | +588.0% | +502.9% |
| 5Y | +49.7% | -9.6% | +59.3% | +42.8% |
| All | +382.5% | +33.9% | +348.5% | +314.2% |
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