+792.3%
PH vs CNH
+152.9%
+639.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +2.1% |
| 7D | +0.4% | +8.8% | -8.4% | -4.3% |
| 30D | -10.8% | +24.7% | -35.5% | -21.4% |
| 3M | +8.5% | +27.3% | -18.9% | -6.3% |
| 6M | +3.9% | +23.2% | -19.2% | -9.7% |
| YTD | +9.4% | +48.9% | -39.5% | -14.7% |
| 1Y | +26.8% | +19.4% | +7.4% | +10.6% |
| 3Y | +140.8% | +7.8% | +133.0% | +113.4% |
| 5Y | +253.8% | +8.7% | +245.1% | +197.0% |
| 10Y | +792.3% | +149.5% | +642.8% | +321.1% |
| All | +792.3% | +152.9% | +639.4% | +321.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling