+737.3%
PH vs CNH
+134.0%
+603.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.9% | -6.7% | -1.2% |
| 7D | +3.0% | +8.6% | -5.5% | -1.3% |
| 30D | -0.6% | +12.6% | -13.2% | -6.9% |
| 3M | -10.7% | +17.5% | -28.2% | -19.9% |
| 6M | +9.1% | +18.1% | -9.0% | -3.6% |
| YTD | +9.5% | +40.4% | -30.9% | -13.0% |
| 1Y | +14.0% | +34.0% | -20.0% | -7.4% |
| 3Y | +138.9% | +35.3% | +103.6% | +84.2% |
| 5Y | +209.1% | -5.1% | +214.2% | +177.8% |
| 10Y | +737.3% | +124.0% | +613.3% | +346.4% |
| All | +737.3% | +134.0% | +603.3% | +346.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling