+20.0%
HPQ vs CNH
+23.8%
-3.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +4.6% |
| 7D | +2.2% | +1.8% | +0.4% | +2.1% |
| 30D | +9.7% | +32.6% | -22.9% | +6.2% |
| 3M | +32.7% | +29.4% | +3.3% | +28.9% |
| 6M | +77.7% | +26.0% | +51.7% | +73.9% |
| YTD | +51.0% | +52.2% | -1.2% | +36.1% |
| All | +20.0% | +23.8% | -3.8% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling