-9.3%
HAL vs CNH
+30.2%
-39.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | +0.7% |
| 7D | +2.6% | +6.4% | -3.8% | +0.5% |
| 30D | -0.1% | -1.6% | +1.6% | 0.0% |
| 3M | -1.1% | +11.6% | -12.7% | -5.6% |
| 6M | -20.7% | +12.5% | -33.3% | -25.4% |
| YTD | +17.5% | +31.1% | -13.6% | +1.2% |
| 1Y | +24.1% | +17.0% | +7.1% | +12.4% |
| All | -9.3% | +30.2% | -39.4% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling