+343.8%
HPE vs CNH
+7.1%
+336.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.6% | +13.3% | +9.9% |
| 7D | +10.1% | +8.8% | +1.3% | +5.8% |
| 30D | +5.3% | +24.7% | -19.4% | -5.0% |
| 3M | +12.7% | +27.3% | -14.7% | 0.0% |
| 6M | +167.7% | +23.2% | +144.5% | +139.6% |
| YTD | +135.5% | +48.9% | +86.5% | +94.0% |
| 1Y | +143.4% | +19.4% | +124.0% | +119.3% |
| 3Y | +249.2% | +7.8% | +241.4% | +218.8% |
| 5Y | +343.8% | +8.7% | +335.1% | +287.5% |
| All | +343.8% | +7.1% | +336.7% | +287.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling