-17.4%
CNH vs HAS
+49.5%
-67.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.1% | -3.4% |
| 7D | +6.4% | +1.6% | +4.8% | +5.8% |
| 30D | -1.6% | +26.6% | -28.3% | -10.4% |
| 3M | +11.6% | +29.0% | -17.4% | +0.7% |
| 6M | +12.5% | +30.6% | -18.0% | +0.4% |
| YTD | +31.1% | +51.5% | -20.4% | +9.7% |
| 1Y | +17.0% | +58.5% | -41.5% | -3.9% |
| 3Y | +28.7% | +214.1% | -185.4% | -20.9% |
| 5Y | -17.4% | +50.2% | -67.6% | -28.4% |
| All | -17.4% | +49.5% | -67.0% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling