-16.0%
HAL vs CNH
+40.2%
-56.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +2.4% |
| 7D | -6.5% | +4.5% | -11.0% | -9.3% |
| 30D | -2.1% | +7.6% | -9.8% | -6.9% |
| 3M | -4.9% | +17.0% | -21.8% | -15.2% |
| 6M | -19.3% | +12.9% | -32.2% | -28.4% |
| YTD | +14.3% | +34.3% | -20.0% | -11.0% |
| 1Y | +17.3% | +28.5% | -11.2% | -6.8% |
| 3Y | -10.9% | +31.9% | -42.8% | -33.6% |
| 5Y | +47.4% | -9.6% | +57.0% | +34.2% |
| 10Y | -20.8% | +106.3% | -127.1% | -55.5% |
| All | -16.0% | +40.2% | -56.1% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling