+25.6%
HAL vs CNH
+15.2%
+10.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -3.0% | -3.1% |
| 7D | -7.7% | +6.5% | -14.2% | -8.1% |
| 30D | +0.7% | -12.0% | +12.6% | +1.6% |
| 3M | +2.5% | +4.4% | -1.9% | +2.4% |
| 6M | -20.7% | +15.7% | -36.4% | -21.4% |
| YTD | +18.4% | +28.2% | -9.8% | +14.3% |
| 1Y | +25.6% | +14.8% | +10.8% | +21.0% |
| All | +25.6% | +15.2% | +10.3% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling