+64.1%
CNQ vs HST
+38.1%
+26.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +3.0% | -1.0% | +4.0% | +2.9% |
| 30D | +12.8% | -12.3% | +25.0% | +10.8% |
| 3M | +7.0% | -6.4% | +13.4% | +6.1% |
| 6M | +16.5% | +15.0% | +1.5% | +17.4% |
| YTD | +52.0% | +30.5% | +21.5% | +49.9% |
| 1Y | +64.1% | +35.7% | +28.4% | +65.0% |
| All | +64.1% | +38.1% | +26.0% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling