+105.2%
CNH vs HAS
+97.5%
+7.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +3.0% | +1.4% | +1.6% | +2.6% |
| 30D | -0.6% | +26.3% | -26.9% | -9.5% |
| 3M | +14.6% | +25.6% | -11.0% | +4.5% |
| 6M | +11.8% | +30.3% | -18.5% | -0.4% |
| YTD | +30.4% | +50.4% | -19.9% | +9.4% |
| 1Y | +19.1% | +57.7% | -38.7% | -2.0% |
| 3Y | +30.2% | +213.4% | -183.2% | -20.2% |
| 5Y | -17.8% | +49.1% | -66.9% | -33.9% |
| All | +105.2% | +97.5% | +7.7% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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