+370.3%
HPE vs CNH
+106.0%
+264.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | +7.9% | +3.0% | +4.8% | +6.2% |
| 30D | -23.5% | -0.6% | -22.9% | -23.5% |
| 3M | -19.1% | +14.6% | -33.7% | -25.8% |
| 6M | +51.4% | +11.8% | +39.6% | +39.0% |
| YTD | +103.4% | +30.4% | +73.0% | +72.1% |
| 1Y | +114.4% | +19.1% | +95.3% | +89.1% |
| 3Y | +224.7% | +30.2% | +194.5% | +162.1% |
| 5Y | +277.8% | -17.8% | +295.6% | +269.4% |
| All | +370.3% | +106.0% | +264.3% | +176.9% |
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