+41.6%
SMH vs CNH
+16.6%
+25.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | +4.9% | +3.0% | +1.9% | +4.0% |
| 30D | -13.8% | -0.6% | -13.2% | -13.7% |
| 3M | -17.4% | +14.6% | -32.0% | -21.7% |
| 6M | -15.0% | +11.8% | -26.7% | -19.0% |
| YTD | +35.2% | +30.4% | +4.7% | +24.2% |
| 1Y | +41.6% | +19.1% | +22.5% | +32.1% |
| All | +41.6% | +16.6% | +25.0% | +32.1% |
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 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