+186.8%
VSH vs CNH
+42.8%
+144.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.9% | +6.9% | +7.8% |
| 7D | +12.8% | +6.7% | +6.1% | +9.6% |
| 30D | -9.0% | +7.2% | -16.2% | -12.3% |
| 3M | -12.2% | +17.5% | -29.7% | -20.4% |
| 6M | -15.9% | +15.0% | -30.9% | -22.8% |
| YTD | +103.2% | +36.8% | +66.5% | +68.9% |
| 1Y | +108.4% | +27.6% | +80.8% | +79.4% |
| 3Y | +41.6% | +34.3% | +7.2% | +19.1% |
| 5Y | +54.6% | -12.2% | +66.8% | +53.4% |
| 10Y | +138.2% | +113.9% | +24.3% | +51.8% |
| All | +186.8% | +42.8% | +144.0% | +90.8% |
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