+129.2%
VSH vs CNH
+32.2%
+97.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +3.0% | +4.3% |
| 7D | -12.9% | -1.7% | -11.2% | -11.9% |
| 30D | -36.9% | -7.2% | -29.6% | -34.6% |
| 3M | -28.8% | +6.5% | -35.3% | -32.1% |
| 6M | -30.3% | +7.9% | -38.2% | -34.0% |
| YTD | +62.4% | +26.6% | +35.8% | +40.2% |
| 1Y | +62.5% | +13.8% | +48.8% | +48.0% |
| 3Y | +7.4% | +9.2% | -1.8% | -0.5% |
| 5Y | +25.4% | -15.6% | +41.0% | +26.8% |
| 10Y | +102.6% | +119.2% | -16.6% | +30.3% |
| All | +129.2% | +32.2% | +97.0% | +58.4% |
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