+415.3%
HPQ vs CNH
+64.7%
+350.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +0.7% |
| 7D | +6.9% | +23.3% | -16.3% | -1.6% |
| 30D | +14.4% | +33.5% | -19.0% | +1.7% |
| 3M | +25.6% | +32.7% | -7.1% | +11.2% |
| 6M | +75.0% | +22.2% | +52.9% | +57.6% |
| YTD | +50.7% | +57.7% | -7.0% | +21.4% |
| 1Y | +18.7% | +28.0% | -9.3% | +4.0% |
| 3Y | +21.5% | +11.5% | +10.0% | +9.7% |
| 5Y | +31.6% | +11.9% | +19.7% | +15.6% |
| 10Y | +216.1% | +162.8% | +53.3% | +89.2% |
| All | +415.3% | +64.7% | +350.6% | +232.3% |
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