My new Hampton Bay Nassau fan seems to run slow on high speed compared to my other fans. Is this normal operation or should I bring it back.

The only time I have seen that kind of problem is when the fan has a speed pull string and a wireless controller. You need to press the highest speed button on the remote and then use the pull string to set the fan to the highest speed using the pull string, then only use the wireless controller going forward.

If you do not have this scenario, there could be a short or it could be as simple as a bad fan.