+337.6%
SMH vs CNH
+9.9%
+327.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.7% | +3.4% |
| 7D | +5.2% | +8.8% | -3.6% | +1.3% |
| 30D | -1.5% | +24.7% | -26.2% | -11.0% |
| 3M | -4.1% | +27.3% | -31.4% | -14.4% |
| 6M | +50.8% | +23.2% | +27.6% | +35.5% |
| YTD | +59.3% | +48.9% | +10.4% | +30.8% |
| 1Y | +94.1% | +19.4% | +74.7% | +75.1% |
| 3Y | +286.7% | +7.8% | +279.0% | +253.2% |
| All | +337.6% | +9.9% | +327.7% | +280.9% |
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 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