+68.3%
HAL vs CNH
+29.2%
+39.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.9% |
| 7D | +2.9% | +23.3% | -20.4% | +1.3% |
| 30D | +17.0% | +33.5% | -16.4% | +14.3% |
| 3M | -9.7% | +32.7% | -42.4% | -11.7% |
| 6M | +8.6% | +22.2% | -13.5% | +8.7% |
| YTD | +33.0% | +57.7% | -24.7% | +23.2% |
| 1Y | +68.3% | +28.0% | +40.3% | +60.7% |
| All | +68.3% | +29.2% | +39.1% | +60.7% |
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