+90.1%
STM vs CNH
+27.3%
+62.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.7% | +2.5% |
| 7D | -7.9% | +4.5% | -12.4% | -9.8% |
| 30D | -14.1% | +7.6% | -21.8% | -17.4% |
| 3M | -17.6% | +17.0% | -34.6% | -25.6% |
| 6M | -24.2% | +12.9% | -37.2% | -30.9% |
| YTD | +73.3% | +34.3% | +39.1% | +42.6% |
| 1Y | +90.1% | +28.5% | +61.6% | +59.1% |
| All | +90.1% | +27.3% | +62.7% | +59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling