+151.8%
HPE vs CNH
+22.6%
+129.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.5% |
| 7D | +13.6% | +1.8% | +11.8% | +12.6% |
| 30D | +7.7% | +32.6% | -24.9% | -2.5% |
| 3M | +22.4% | +29.4% | -7.0% | +11.0% |
| 6M | +172.6% | +26.0% | +146.6% | +144.8% |
| YTD | +147.5% | +52.2% | +95.3% | +117.1% |
| 1Y | +151.8% | +23.9% | +127.9% | +121.9% |
| All | +151.8% | +22.6% | +129.2% | +121.9% |
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 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