+240.5%
SMH vs CNH
-9.2%
+249.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +1.0% |
| 7D | -6.7% | +4.5% | -11.2% | -8.3% |
| 30D | -19.8% | +7.6% | -27.5% | -22.5% |
| 3M | -15.1% | +17.0% | -32.0% | -21.9% |
| 6M | -14.6% | +12.9% | -27.6% | -20.8% |
| YTD | +34.3% | +34.3% | 0.0% | +14.1% |
| 1Y | +35.2% | +28.5% | +6.7% | +16.8% |
| 3Y | +211.7% | +31.9% | +179.8% | +153.8% |
| 5Y | +240.5% | -9.6% | +250.1% | +224.2% |
| All | +240.5% | -9.2% | +249.7% | +224.2% |
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