+249.2%
HPE vs CNH
+7.5%
+241.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.6% | +13.3% | +9.6% |
| 7D | +10.1% | +8.8% | +1.3% | +6.3% |
| 30D | +5.3% | +24.7% | -19.4% | -3.9% |
| 3M | +12.7% | +27.3% | -14.7% | +1.3% |
| 6M | +167.7% | +23.2% | +144.5% | +142.1% |
| YTD | +135.5% | +48.9% | +86.5% | +98.3% |
| 1Y | +143.4% | +19.4% | +124.0% | +121.9% |
| 3Y | +249.2% | +7.8% | +241.4% | +220.8% |
| All | +249.2% | +7.5% | +241.7% | +220.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling