+227.4%
HPE vs CNH
+32.9%
+194.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.9% | -4.7% | +2.6% |
| 7D | -7.1% | +8.6% | -15.7% | -9.6% |
| 30D | -35.3% | +12.6% | -47.8% | -37.9% |
| 3M | -10.4% | +17.5% | -28.0% | -17.0% |
| 6M | +52.5% | +18.1% | +34.4% | +39.7% |
| YTD | +100.3% | +40.4% | +59.9% | +71.1% |
| 1Y | +106.4% | +34.0% | +72.4% | +79.2% |
| 3Y | +227.4% | +35.3% | +192.1% | +169.5% |
| All | +227.4% | +32.9% | +194.5% | +169.5% |
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