+1.2%
HAL vs CNH
+152.9%
-151.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | +2.7% |
| 7D | +0.5% | +8.8% | -8.3% | -5.1% |
| 30D | +15.9% | +24.7% | -8.7% | -0.2% |
| 3M | -8.7% | +27.3% | -36.1% | -23.8% |
| 6M | +9.0% | +23.2% | -14.1% | -9.7% |
| YTD | +32.0% | +48.9% | -16.9% | -4.5% |
| 1Y | +72.5% | +19.4% | +53.1% | +43.4% |
| 3Y | -4.5% | +7.8% | -12.3% | -19.4% |
| 5Y | +109.7% | +8.7% | +101.0% | +66.7% |
| 10Y | +1.2% | +149.5% | -148.3% | -53.3% |
| All | +1.2% | +152.9% | -151.7% | -53.3% |
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