+25.6%
HPQ vs CNH
+29.5%
-3.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.4% |
| 7D | +6.9% | +23.3% | -16.3% | +2.9% |
| 30D | +14.4% | +33.5% | -19.0% | +9.1% |
| 3M | +25.6% | +32.7% | -7.1% | +19.6% |
| All | +25.6% | +29.5% | -3.9% | +19.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling