+272.1%
CNQ vs HDB
-34.5%
+306.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.9% | -7.4% | -1.5% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +6.2% | +1.0% | +5.2% | +6.0% |
| 3M | +12.4% | -2.0% | +14.3% | +12.1% |
| 6M | +9.0% | -18.1% | +27.1% | +12.1% |
| YTD | +52.2% | -36.1% | +88.3% | +65.5% |
| 1Y | +65.0% | -34.0% | +99.1% | +77.9% |
| 3Y | +78.8% | -26.7% | +105.5% | +85.3% |
| All | +272.1% | -34.5% | +306.6% | +309.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling