+624.7%
STM vs CNH
+64.7%
+560.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.2% | -0.4% |
| 7D | +5.8% | +23.3% | -17.5% | -6.3% |
| 30D | -1.0% | +33.5% | -34.5% | -16.7% |
| 3M | -33.3% | +32.7% | -66.0% | -44.0% |
| 6M | +57.4% | +22.2% | +35.2% | +38.2% |
| YTD | +102.2% | +57.7% | +44.5% | +53.0% |
| 1Y | +99.6% | +28.0% | +71.6% | +68.9% |
| 3Y | +14.5% | +11.5% | +3.0% | +1.6% |
| 5Y | +21.4% | +11.9% | +9.5% | +5.1% |
| 10Y | +695.0% | +162.8% | +532.2% | +323.9% |
| All | +624.7% | +64.7% | +560.0% | +327.2% |
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