-14.9%
CNH vs HAS
+50.4%
-65.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -7.2% | +31.0% | -38.3% | -16.7% |
| 3M | +6.5% | +30.7% | -24.1% | -4.4% |
| 6M | +7.9% | +23.9% | -16.0% | -1.8% |
| YTD | +26.6% | +48.3% | -21.7% | +6.7% |
| 1Y | +13.8% | +60.2% | -46.5% | -7.1% |
| 3Y | +9.2% | +189.2% | -180.0% | -30.9% |
| All | -14.9% | +50.4% | -65.3% | -26.7% |
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