+463.1%
STM vs CNH
+113.9%
+349.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.4% |
| 7D | +1.4% | +6.7% | -5.2% | -2.3% |
| 30D | -8.4% | +7.2% | -15.6% | -12.4% |
| 3M | -15.8% | +17.5% | -33.3% | -25.2% |
| 6M | -22.8% | +15.0% | -37.8% | -30.8% |
| YTD | +79.4% | +36.8% | +42.6% | +43.4% |
| 1Y | +97.0% | +27.6% | +69.3% | +63.8% |
| 3Y | +14.2% | +34.3% | -20.1% | -10.9% |
| 5Y | -4.5% | -12.2% | +7.8% | -6.6% |
| 10Y | +463.1% | +113.9% | +349.2% | +222.8% |
| All | +463.1% | +113.9% | +349.2% | +222.8% |
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