+34.0%
VSH vs CNH
+12.3%
+21.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +2.0% |
| 7D | +4.1% | +23.3% | -19.2% | -8.8% |
| 30D | -4.2% | +33.5% | -37.6% | -20.7% |
| 3M | -50.0% | +32.7% | -82.7% | -58.4% |
| 6M | +80.2% | +22.2% | +58.0% | +56.3% |
| YTD | +121.1% | +57.7% | +63.4% | +61.0% |
| 1Y | +112.0% | +28.0% | +84.0% | +76.5% |
| All | +34.0% | +12.3% | +21.7% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling