+461.8%
STM vs CNH
+107.0%
+354.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +2.9% |
| 7D | +16.3% | +6.4% | +9.9% | +11.8% |
| 30D | -6.3% | -1.6% | -4.6% | -5.7% |
| 3M | -14.1% | +11.6% | -25.7% | -21.3% |
| 6M | -19.6% | +12.5% | -32.1% | -27.0% |
| YTD | +80.1% | +31.1% | +49.1% | +47.6% |
| 1Y | +95.4% | +17.0% | +78.4% | +71.1% |
| 3Y | +14.7% | +28.7% | -14.0% | -8.4% |
| 5Y | -5.4% | -17.4% | +12.0% | -4.2% |
| All | +461.8% | +107.0% | +354.7% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling