+1,475.7%
SMH vs CNH
+106.0%
+1,369.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | +4.9% | +3.0% | +1.9% | +3.5% |
| 30D | -13.8% | -0.6% | -13.2% | -13.9% |
| 3M | -17.4% | +14.6% | -32.0% | -23.5% |
| 6M | -15.0% | +11.8% | -26.7% | -20.9% |
| YTD | +35.2% | +30.4% | +4.7% | +16.2% |
| 1Y | +41.6% | +19.1% | +22.5% | +26.4% |
| 3Y | +215.6% | +30.2% | +185.4% | +160.9% |
| 5Y | +233.2% | -17.8% | +251.0% | +229.0% |
| All | +1,475.7% | +106.0% | +1,369.7% | +968.1% |
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 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