+8.9%
HPQ vs CNH
-9.2%
+18.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +2.1% |
| 7D | +0.5% | +4.5% | -4.0% | -1.4% |
| 30D | -5.9% | +7.6% | -13.5% | -8.9% |
| 3M | -3.7% | +17.0% | -20.7% | -10.1% |
| 6M | +28.1% | +12.9% | +15.1% | +19.6% |
| YTD | +32.5% | +34.3% | -1.8% | +13.2% |
| 1Y | +18.1% | +28.5% | -10.4% | +2.7% |
| 3Y | +16.4% | +31.9% | -15.4% | -2.1% |
| 5Y | +8.9% | -9.6% | +18.5% | +4.6% |
| All | +8.9% | -9.2% | +18.1% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling