+217.2%
HPQ vs CNH
+157.1%
+60.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.2% |
| 7D | +3.5% | -2.5% | +6.0% | +4.5% |
| 30D | +13.7% | +27.0% | -13.3% | +2.6% |
| 3M | +33.9% | +32.6% | +1.2% | +18.0% |
| 6M | +80.9% | +23.6% | +57.3% | +61.3% |
| YTD | +52.6% | +47.8% | +4.7% | +24.8% |
| 1Y | +21.2% | +21.3% | 0.0% | +7.9% |
| 3Y | +26.9% | +7.0% | +19.9% | +15.9% |
| 5Y | +41.1% | +10.2% | +31.0% | +23.4% |
| All | +217.2% | +157.1% | +60.1% | +102.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling