-17.4%
HAL vs CNH
+107.0%
-124.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +2.0% |
| 7D | +2.6% | +6.4% | -3.8% | -1.8% |
| 30D | -0.1% | -1.6% | +1.6% | -0.1% |
| 3M | -1.1% | +11.6% | -12.7% | -10.4% |
| 6M | -20.7% | +12.5% | -33.3% | -30.5% |
| YTD | +17.5% | +31.1% | -13.6% | -9.7% |
| 1Y | +24.1% | +17.0% | +7.1% | +2.5% |
| 3Y | -8.4% | +28.7% | -37.1% | -33.8% |
| 5Y | +53.2% | -17.4% | +70.6% | +45.6% |
| All | -17.4% | +107.0% | -124.5% | -53.2% |
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