+47.3%
GH vs CNH
-6.4%
+53.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.9% | -5.7% | +1.1% |
| 7D | -7.0% | +8.6% | -15.5% | -9.9% |
| 30D | -5.2% | +12.6% | -17.7% | -9.6% |
| 3M | -5.8% | +17.5% | -23.3% | -12.7% |
| 6M | +65.9% | +18.1% | +47.8% | +51.5% |
| YTD | +55.5% | +40.4% | +15.1% | +29.7% |
| 1Y | +64.2% | +34.0% | +30.2% | +39.2% |
| 3Y | +606.0% | +35.3% | +570.8% | +460.8% |
| 5Y | +47.3% | -5.1% | +52.4% | +33.1% |
| All | +47.3% | -6.4% | +53.7% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling