+13.4%
IJH vs CNH
+22.0%
-8.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -1.9% | -5.7% | +3.8% | -0.8% |
| 30D | -4.6% | +26.6% | -31.2% | -9.3% |
| 3M | -1.2% | +31.1% | -32.2% | -7.1% |
| 6M | +9.4% | +24.9% | -15.5% | +3.4% |
| YTD | +13.3% | +48.7% | -35.4% | +2.5% |
| 1Y | +13.4% | +22.2% | -8.8% | +6.7% |
| All | +13.4% | +22.0% | -8.6% | +6.7% |
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