+69.9%
CNP vs HBM
+392.2%
-322.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.7% | +5.5% | -4.9% | +0.4% |
| 30D | -0.1% | +3.3% | -3.3% | -0.3% |
| 3M | -5.6% | +12.7% | -18.3% | -6.5% |
| 6M | -7.5% | +28.2% | -35.7% | -9.7% |
| YTD | +5.5% | +45.3% | -39.8% | +1.6% |
| 1Y | +8.3% | +121.7% | -113.4% | +0.6% |
| 3Y | +51.8% | +523.5% | -471.8% | +24.5% |
| 5Y | +69.9% | +393.9% | -324.0% | +43.2% |
| All | +69.9% | +392.2% | -322.4% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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