+78.8%
CNQ vs HDB
-26.2%
+105.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.9% | -7.4% | -0.9% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | +6.2% | +1.0% | +5.2% | +6.1% |
| 3M | +12.4% | -2.0% | +14.3% | +12.1% |
| 6M | +9.0% | -18.1% | +27.1% | +11.1% |
| YTD | +52.2% | -36.1% | +88.3% | +62.8% |
| 1Y | +65.0% | -34.0% | +99.1% | +75.3% |
| 3Y | +78.8% | -26.7% | +105.5% | +76.3% |
| All | +78.8% | -26.2% | +105.1% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 3y: compounded portfolio wealth divided by compounded HDB 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…
3y analysis · Full analysis span regression · 6 months rolling