+114.4%
HPE vs CNH
+16.6%
+97.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +7.9% | +3.0% | +4.8% | +6.9% |
| 30D | -23.5% | -0.6% | -22.9% | -23.4% |
| 3M | -19.1% | +14.6% | -33.7% | -24.6% |
| 6M | +51.4% | +11.8% | +39.6% | +39.8% |
| YTD | +103.4% | +30.4% | +73.0% | +79.4% |
| 1Y | +114.4% | +19.1% | +95.3% | +96.3% |
| All | +114.4% | +16.6% | +97.8% | +96.3% |
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