+2,800.2%
SMH vs CNH
+36.9%
+2,763.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | +0.6% |
| 7D | +12.1% | +6.4% | +5.7% | +9.3% |
| 30D | -14.7% | -1.6% | -13.0% | -14.4% |
| 3M | -14.2% | +11.6% | -25.8% | -19.1% |
| 6M | -10.6% | +12.5% | -23.1% | -16.5% |
| YTD | +39.3% | +31.1% | +8.2% | +21.4% |
| 1Y | +41.6% | +17.0% | +24.6% | +28.8% |
| 3Y | +223.4% | +28.7% | +194.6% | +175.0% |
| 5Y | +243.5% | -17.4% | +260.9% | +240.0% |
| 10Y | +1,506.6% | +105.0% | +1,401.7% | +1,002.9% |
| All | +2,800.2% | +36.9% | +2,763.3% | +1,921.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling