+2,830.4%
SMH vs CNH
+42.8%
+2,787.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.1% |
| 7D | +0.5% | +6.7% | -6.1% | -1.9% |
| 30D | -14.2% | +7.2% | -21.4% | -16.7% |
| 3M | -11.5% | +17.5% | -29.0% | -18.2% |
| 6M | -12.0% | +15.0% | -27.0% | -18.4% |
| YTD | +40.8% | +36.8% | +4.0% | +20.7% |
| 1Y | +44.9% | +27.6% | +17.2% | +27.4% |
| 3Y | +226.7% | +34.3% | +192.4% | +173.4% |
| 5Y | +250.6% | -12.2% | +262.8% | +239.2% |
| 10Y | +1,523.4% | +113.9% | +1,409.5% | +996.7% |
| All | +2,830.4% | +42.8% | +2,787.6% | +1,910.4% |
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