+401.3%
GH vs CNH
+57.3%
+344.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.2% |
| 7D | -0.1% | +23.3% | -23.3% | -7.7% |
| 30D | -1.1% | +33.5% | -34.5% | -11.5% |
| 3M | +21.3% | +32.7% | -11.4% | +7.9% |
| 6M | +73.5% | +22.2% | +51.3% | +57.9% |
| YTD | +58.0% | +57.7% | +0.3% | +29.6% |
| 1Y | +163.1% | +28.0% | +135.1% | +132.5% |
| 3Y | +361.0% | +11.5% | +349.5% | +318.1% |
| 5Y | +22.5% | +11.9% | +10.7% | +8.8% |
| All | +401.3% | +57.3% | +344.0% | +308.4% |
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