+259.8%
IJH vs CNH
+36.2%
+223.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.3% | +3.0% | -0.7% | +1.0% |
| 30D | +2.1% | -0.6% | +2.6% | +1.9% |
| 3M | -5.7% | +14.6% | -20.3% | -11.4% |
| 6M | +1.4% | +11.8% | -10.3% | -4.8% |
| YTD | +12.6% | +30.4% | -17.8% | -0.9% |
| 1Y | +16.1% | +19.1% | -2.9% | +5.5% |
| 3Y | +57.8% | +30.2% | +27.6% | +34.8% |
| 5Y | +36.8% | -17.8% | +54.6% | +34.3% |
| 10Y | +173.7% | +103.9% | +69.8% | +86.6% |
| All | +259.8% | +36.2% | +223.7% | +153.3% |
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