+74.6%
CNP vs HBM
+217.3%
-142.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.6% | -0.1% |
| 7D | -4.3% | +5.0% | -9.3% | -4.6% |
| 30D | +5.7% | -12.7% | +18.5% | +6.4% |
| 3M | +0.9% | -17.4% | +18.4% | +1.7% |
| 6M | -1.1% | -8.9% | +7.8% | -1.3% |
| YTD | +8.3% | +14.9% | -6.6% | +5.4% |
| 1Y | +5.9% | +41.4% | -35.5% | +1.3% |
| 3Y | +64.6% | +462.1% | -397.5% | +34.0% |
| 5Y | +74.6% | +224.0% | -149.4% | +47.7% |
| All | +74.6% | +217.3% | -142.7% | +47.7% |
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