+561.5%
HPE vs CNH
+168.2%
+393.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.9% | -4.7% | +1.4% |
| 7D | -7.1% | +8.6% | -15.7% | -10.4% |
| 30D | -35.3% | +12.6% | -47.8% | -38.8% |
| 3M | -10.4% | +17.5% | -28.0% | -18.6% |
| 6M | +52.5% | +18.1% | +34.4% | +37.1% |
| YTD | +100.3% | +40.4% | +59.9% | +65.0% |
| 1Y | +106.4% | +34.0% | +72.4% | +73.3% |
| 3Y | +227.4% | +35.3% | +192.1% | +162.6% |
| 5Y | +250.6% | -5.1% | +255.7% | +221.2% |
| 10Y | +365.4% | +124.0% | +241.3% | +165.9% |
| All | +561.5% | +168.2% | +393.3% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling