+992.2%
PH vs CNH
+64.7%
+927.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -2.1% |
| 7D | -3.1% | +23.3% | -26.4% | -12.7% |
| 30D | -3.2% | +33.5% | -36.7% | -16.6% |
| 3M | +10.6% | +32.7% | -22.1% | -5.1% |
| 6M | -2.1% | +22.2% | -24.3% | -13.5% |
| YTD | +10.2% | +57.7% | -47.5% | -14.5% |
| 1Y | +28.2% | +28.0% | +0.2% | +9.6% |
| 3Y | +134.9% | +11.5% | +123.4% | +107.6% |
| 5Y | +253.6% | +11.9% | +241.8% | +201.1% |
| 10Y | +804.7% | +162.8% | +641.9% | +393.7% |
| All | +992.2% | +64.7% | +927.5% | +540.9% |
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