+19.7%
HPQ vs CNH
+7.5%
+12.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -2.9% |
| 7D | -0.5% | +8.8% | -9.3% | -2.9% |
| 30D | +3.7% | +24.7% | -20.9% | -2.9% |
| 3M | +24.3% | +27.3% | -3.0% | +15.3% |
| 6M | +64.8% | +23.2% | +41.6% | +53.0% |
| YTD | +43.9% | +48.9% | -5.0% | +23.1% |
| 1Y | +11.7% | +19.4% | -7.8% | +4.0% |
| 3Y | +19.7% | +7.8% | +11.9% | +6.3% |
| All | +19.7% | +7.5% | +12.2% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling