+372.4%
HPE vs CNH
+107.8%
+264.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.8% |
| 7D | -9.7% | +4.5% | -14.3% | -11.5% |
| 30D | -34.8% | +7.6% | -42.4% | -37.2% |
| 3M | -12.1% | +17.0% | -29.1% | -20.2% |
| 6M | +53.7% | +12.9% | +40.8% | +40.6% |
| YTD | +101.9% | +34.3% | +67.7% | +68.6% |
| 1Y | +104.3% | +28.5% | +75.8% | +73.8% |
| 3Y | +223.1% | +31.9% | +191.2% | +159.6% |
| 5Y | +249.2% | -9.6% | +258.8% | +225.3% |
| 10Y | +372.4% | +106.3% | +266.1% | +180.7% |
| All | +372.4% | +107.8% | +264.6% | +180.7% |
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