+483.9%
CNP vs HBM
+613.3%
-129.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | +1.1% | -6.4% | +7.4% | +1.7% |
| 30D | -1.8% | +5.9% | -7.7% | -2.5% |
| 3M | -4.6% | -8.9% | +4.3% | -4.5% |
| 6M | -8.8% | +10.7% | -19.5% | -11.0% |
| YTD | +5.2% | +38.3% | -33.0% | -0.1% |
| 1Y | +8.3% | +121.3% | -113.0% | -2.6% |
| 3Y | +54.9% | +450.6% | -395.7% | +22.7% |
| 5Y | +73.5% | +338.0% | -264.5% | +36.4% |
| 10Y | +139.1% | +578.6% | -439.5% | +58.6% |
| All | +483.9% | +613.3% | -129.5% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling