-18.6%
HAL vs CNH
+116.5%
-135.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -1.9% |
| 7D | -12.0% | -1.7% | -10.3% | -11.1% |
| 30D | +0.3% | -7.2% | +7.5% | +4.2% |
| 3M | -1.6% | +6.5% | -8.2% | -7.8% |
| 6M | -20.5% | +7.9% | -28.4% | -28.0% |
| YTD | +14.2% | +26.6% | -12.4% | -9.8% |
| 1Y | +18.9% | +13.8% | +5.1% | 0.0% |
| 3Y | -13.7% | +9.2% | -22.9% | -29.8% |
| 5Y | +42.2% | -15.6% | +57.8% | +32.6% |
| All | -18.6% | +116.5% | -135.0% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling