+13.1%
CNH vs HAS
+13.4%
-0.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.2% |
| 7D | +23.3% | -1.8% | +25.1% | +24.1% |
| 30D | +33.5% | +2.3% | +31.2% | +32.1% |
| 3M | +32.7% | +10.4% | +22.4% | +27.3% |
| 6M | +22.2% | -3.2% | +25.4% | +22.6% |
| YTD | +57.7% | +15.4% | +42.3% | +47.2% |
| 1Y | +28.0% | +18.8% | +9.2% | +18.0% |
| 3Y | +11.5% | +43.9% | -32.4% | -7.2% |
| All | +13.1% | +13.4% | -0.3% | +14.6% |
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