+540.2%
HPE vs CNH
+157.1%
+383.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.1% |
| 7D | +13.6% | +1.8% | +11.8% | +12.3% |
| 30D | +7.7% | +32.6% | -24.9% | -6.7% |
| 3M | +22.4% | +29.4% | -7.0% | +6.2% |
| 6M | +172.6% | +26.0% | +146.6% | +138.4% |
| YTD | +147.5% | +52.2% | +95.3% | +97.2% |
| 1Y | +151.8% | +23.9% | +127.9% | +119.8% |
| 3Y | +267.1% | +10.1% | +256.9% | +226.3% |
| 5Y | +362.8% | +13.2% | +349.6% | +290.2% |
| 10Y | +540.2% | +160.7% | +379.5% | +245.2% |
| All | +540.2% | +157.1% | +383.0% | +245.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling