+196.7%
PH vs CNH
-14.7%
+211.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +1.8% |
| 7D | +2.0% | -1.7% | +3.7% | +2.7% |
| 30D | -3.7% | -7.2% | +3.5% | -1.2% |
| 3M | -14.0% | +6.5% | -20.6% | -17.9% |
| 6M | +2.1% | +7.9% | -5.8% | -4.0% |
| YTD | +5.1% | +26.6% | -21.5% | -9.0% |
| 1Y | +10.9% | +13.8% | -2.8% | +0.5% |
| 3Y | +132.9% | +9.2% | +123.8% | +107.6% |
| All | +196.7% | -14.7% | +211.4% | +183.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling