-19.1%
HAL vs CNH
+134.0%
-153.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.9% | -10.8% | -6.4% |
| 7D | -7.9% | +8.6% | -16.4% | -12.8% |
| 30D | -2.1% | +12.6% | -14.6% | -9.6% |
| 3M | +0.4% | +17.5% | -17.1% | -11.7% |
| 6M | -19.2% | +18.1% | -37.3% | -31.1% |
| YTD | +14.4% | +40.4% | -26.0% | -15.6% |
| 1Y | +18.0% | +34.0% | -16.0% | -10.8% |
| 3Y | -9.7% | +35.3% | -45.0% | -36.4% |
| 5Y | +40.1% | -5.1% | +45.2% | +20.9% |
| 10Y | -19.1% | +124.0% | -143.1% | -56.9% |
| All | -19.1% | +134.0% | -153.1% | -56.9% |
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