-2.5%
HAL vs CNH
+9.6%
-12.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.9% |
| 7D | +2.9% | +23.3% | -20.4% | -3.8% |
| 30D | +17.0% | +33.5% | -16.4% | +6.2% |
| 3M | -9.7% | +32.7% | -42.4% | -18.4% |
| 6M | +8.6% | +22.2% | -13.5% | +0.4% |
| YTD | +33.0% | +57.7% | -24.7% | +9.1% |
| 1Y | +68.3% | +28.0% | +40.3% | +51.1% |
| All | -2.5% | +9.6% | -12.0% | -6.4% |
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 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