+5,331.7%
CNQ vs HDB
+3,839.1%
+1,492.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.9% | -8.3% | -4.0% |
| 7D | -0.8% | +0.7% | -1.5% | -1.2% |
| 30D | +5.3% | +1.0% | +4.3% | +4.6% |
| 3M | +11.4% | -2.0% | +13.3% | +11.0% |
| 6M | +8.1% | -18.1% | +26.2% | +14.0% |
| YTD | +50.9% | -36.1% | +87.0% | +74.6% |
| 1Y | +63.6% | -34.0% | +97.6% | +86.6% |
| 3Y | +77.2% | -26.7% | +103.9% | +89.4% |
| 5Y | +282.5% | -33.9% | +316.4% | +314.1% |
| 10Y | +416.1% | +41.4% | +374.7% | +299.6% |
| All | +5,331.7% | +3,839.1% | +1,492.6% | +1,954.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling