+104.3%
HPE vs CNH
+27.3%
+77.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.0% |
| 7D | -9.7% | +4.5% | -14.3% | -10.8% |
| 30D | -34.8% | +7.6% | -42.4% | -36.1% |
| 3M | -12.1% | +17.0% | -29.1% | -18.5% |
| 6M | +53.7% | +12.9% | +40.8% | +42.2% |
| YTD | +101.9% | +34.3% | +67.7% | +77.3% |
| 1Y | +104.3% | +28.5% | +75.8% | +81.4% |
| All | +104.3% | +27.3% | +77.0% | +81.4% |
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