+116.4%
HPE vs CNH
+15.2%
+101.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.6% |
| 7D | -17.0% | +6.5% | -23.4% | -18.3% |
| 30D | -26.7% | -12.0% | -14.8% | -24.3% |
| 3M | -4.1% | +4.4% | -8.5% | -7.5% |
| 6M | +75.4% | +15.7% | +59.7% | +60.0% |
| YTD | +111.0% | +28.2% | +82.8% | +89.7% |
| 1Y | +116.4% | +14.8% | +101.7% | +100.6% |
| All | +116.4% | +15.2% | +101.2% | +100.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling