+87.6%
SMH vs CNH
+22.0%
+65.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +0.3% | -5.7% | +6.0% | +1.8% |
| 30D | -2.8% | +26.6% | -29.3% | -9.8% |
| 3M | -6.7% | +31.1% | -37.8% | -14.6% |
| 6M | +41.8% | +24.9% | +16.9% | +30.6% |
| YTD | +57.9% | +48.7% | +9.2% | +38.9% |
| 1Y | +87.6% | +22.2% | +65.4% | +75.6% |
| All | +87.6% | +22.0% | +65.7% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling