+8.9%
XLV vs CNH
+27.5%
-18.6%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -3.7% | +1.8% | -5.5% | -3.8% |
| 30D | -1.1% | +32.6% | -33.7% | -3.1% |
| 3M | +8.2% | +29.4% | -21.2% | +6.1% |
| 6M | +8.9% | +26.0% | -17.1% | +7.1% |
| All | +8.9% | +27.5% | -18.6% | +7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling