+3,177.5%
SMH vs CNH
+64.7%
+3,112.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +1.0% |
| 7D | +2.5% | +23.3% | -20.8% | -5.8% |
| 30D | -0.5% | +33.5% | -33.9% | -11.7% |
| 3M | -9.6% | +32.7% | -42.4% | -19.9% |
| 6M | +42.1% | +22.2% | +19.9% | +29.2% |
| YTD | +57.4% | +57.7% | -0.2% | +28.8% |
| 1Y | +96.2% | +28.0% | +68.2% | +73.6% |
| 3Y | +267.9% | +11.5% | +256.4% | +233.3% |
| 5Y | +327.7% | +11.9% | +315.8% | +279.6% |
| 10Y | +1,764.6% | +162.8% | +1,601.9% | +1,080.6% |
| All | +3,177.5% | +64.7% | +3,112.9% | +2,045.0% |
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