+116.6%
VSH vs CNH
+134.0%
-17.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +10.9% | +2.5% | +7.1% |
| 7D | +3.5% | +8.6% | -5.1% | -0.7% |
| 30D | -22.4% | +12.6% | -35.0% | -27.7% |
| 3M | -25.2% | +17.5% | -42.7% | -32.9% |
| 6M | -22.5% | +18.1% | -40.6% | -30.8% |
| YTD | +84.2% | +40.4% | +43.8% | +46.9% |
| 1Y | +87.1% | +34.0% | +53.1% | +53.1% |
| 3Y | +31.7% | +35.3% | -3.6% | +6.9% |
| 5Y | +42.6% | -5.1% | +47.7% | +33.6% |
| 10Y | +116.6% | +124.0% | -7.4% | +32.5% |
| All | +116.6% | +134.0% | -17.4% | +32.5% |
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