+43.0%
CNH vs HAS
+294.0%
-251.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.7% |
| 7D | +4.5% | +3.3% | +1.3% | +3.3% |
| 30D | +7.6% | +30.5% | -22.9% | -3.0% |
| 3M | +17.0% | +29.9% | -12.9% | +5.3% |
| 6M | +12.9% | +26.5% | -13.6% | +2.0% |
| YTD | +34.3% | +51.9% | -17.7% | +12.6% |
| 1Y | +28.5% | +60.9% | -32.4% | +5.4% |
| 3Y | +31.9% | +215.0% | -183.1% | -18.3% |
| 5Y | -9.6% | +51.5% | -61.1% | -27.5% |
| 10Y | +106.3% | +102.2% | +4.0% | +40.4% |
| All | +43.0% | +294.0% | -251.0% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling