+209.7%
PH vs CNH
-17.7%
+227.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +4.3% | +3.0% | +1.3% | +2.9% |
| 30D | +0.1% | -0.6% | +0.7% | -0.1% |
| 3M | -9.4% | +14.6% | -24.0% | -16.2% |
| 6M | +8.8% | +11.8% | -3.0% | +0.6% |
| YTD | +9.6% | +30.4% | -20.8% | -6.4% |
| 1Y | +14.4% | +19.1% | -4.6% | +1.7% |
| 3Y | +134.5% | +30.2% | +104.3% | +92.7% |
| All | +209.7% | -17.7% | +227.4% | +202.0% |
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