+213.9%
HPQ vs CNH
+164.7%
+49.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.0% |
| 7D | +2.2% | +1.8% | +0.4% | +1.5% |
| 30D | +9.7% | +32.6% | -22.9% | -2.7% |
| 3M | +32.7% | +29.4% | +3.3% | +18.2% |
| 6M | +77.7% | +26.0% | +51.7% | +57.3% |
| YTD | +51.0% | +52.2% | -1.2% | +22.1% |
| 1Y | +18.4% | +23.9% | -5.5% | +4.6% |
| 3Y | +25.6% | +10.1% | +15.4% | +13.4% |
| 5Y | +38.6% | +13.2% | +25.5% | +19.9% |
| All | +213.9% | +164.7% | +49.2% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling