-16.0%
HAL vs CNH
+32.2%
-48.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -1.8% |
| 7D | -12.0% | -1.7% | -10.3% | -11.2% |
| 30D | +0.3% | -7.2% | +7.5% | +3.9% |
| 3M | -1.6% | +6.5% | -8.2% | -7.3% |
| 6M | -20.5% | +7.9% | -28.4% | -27.3% |
| YTD | +14.2% | +26.6% | -12.4% | -7.6% |
| 1Y | +18.9% | +13.8% | +5.1% | +1.8% |
| 3Y | -13.7% | +9.2% | -22.9% | -27.8% |
| 5Y | +42.2% | -15.6% | +57.8% | +35.3% |
| 10Y | -16.7% | +119.2% | -135.9% | -53.6% |
| All | -16.0% | +32.2% | -48.2% | -50.3% |
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