+106.3%
CNH vs HAS
+102.6%
+3.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.7% |
| 7D | +4.5% | +3.3% | +1.3% | +3.2% |
| 30D | +7.6% | +30.5% | -22.9% | -3.2% |
| 3M | +17.0% | +29.9% | -12.9% | +5.1% |
| 6M | +12.9% | +26.5% | -13.6% | +1.8% |
| YTD | +34.3% | +51.9% | -17.7% | +12.2% |
| 1Y | +28.5% | +60.9% | -32.4% | +5.0% |
| 3Y | +31.9% | +215.0% | -183.1% | -19.2% |
| 5Y | -9.6% | +51.5% | -61.1% | -27.7% |
| 10Y | +106.3% | +102.2% | +4.0% | +42.3% |
| All | +106.3% | +102.6% | +3.7% | +42.3% |
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