+361.6%
HPQ vs CNH
+42.8%
+318.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.2% |
| 7D | -3.2% | +6.7% | -9.9% | -6.0% |
| 30D | -3.0% | +7.2% | -10.3% | -6.3% |
| 3M | +0.6% | +17.5% | -16.9% | -6.9% |
| 6M | +36.6% | +15.0% | +21.6% | +25.6% |
| YTD | +35.0% | +36.8% | -1.8% | +13.9% |
| 1Y | +23.1% | +27.6% | -4.6% | +6.8% |
| 3Y | +18.6% | +34.3% | -15.7% | -1.6% |
| 5Y | +10.3% | -12.2% | +22.6% | +5.8% |
| 10Y | +157.1% | +113.9% | +43.2% | +64.9% |
| All | +361.6% | +42.8% | +318.8% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling