+350.3%
HPQ vs CNH
+46.6%
+303.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.9% | -11.6% | -4.9% |
| 7D | -0.6% | +8.6% | -9.2% | -4.1% |
| 30D | -6.5% | +12.6% | -19.0% | -11.2% |
| 3M | -5.1% | +17.5% | -22.6% | -12.1% |
| 6M | +27.3% | +18.1% | +9.2% | +15.9% |
| YTD | +31.7% | +40.4% | -8.7% | +10.1% |
| 1Y | +13.0% | +34.0% | -21.0% | -3.8% |
| 3Y | +18.3% | +35.3% | -17.0% | -2.0% |
| 5Y | +7.4% | -5.1% | +12.5% | -0.2% |
| 10Y | +154.8% | +124.0% | +30.7% | +60.7% |
| All | +350.3% | +46.6% | +303.7% | +201.3% |
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 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