+262.6%
IJH vs CNH
+59.0%
+203.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.8% |
| 7D | -0.7% | +1.8% | -2.6% | -1.5% |
| 30D | -3.8% | +32.6% | -36.5% | -13.5% |
| 3M | 0.0% | +29.4% | -29.4% | -9.8% |
| 6M | +8.8% | +26.0% | -17.2% | -1.8% |
| YTD | +13.5% | +52.2% | -38.7% | -4.6% |
| 1Y | +15.4% | +23.9% | -8.5% | +4.1% |
| 3Y | +50.9% | +10.1% | +40.8% | +38.0% |
| 5Y | +47.8% | +13.2% | +34.6% | +30.3% |
| 10Y | +183.1% | +160.7% | +22.4% | +80.4% |
| All | +262.6% | +59.0% | +203.7% | +143.7% |
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 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