+129.2%
HPE vs CNH
+29.2%
+100.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -5.7% |
| 7D | -0.6% | +23.3% | -23.9% | -7.1% |
| 30D | -2.3% | +33.5% | -35.7% | -11.4% |
| 3M | -2.9% | +32.7% | -35.6% | -12.1% |
| 6M | +143.6% | +22.2% | +121.4% | +121.2% |
| YTD | +118.5% | +57.7% | +60.8% | +90.4% |
| 1Y | +129.2% | +28.0% | +101.2% | +100.5% |
| All | +129.2% | +29.2% | +100.0% | +100.5% |
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