+415.5%
CNQ vs HST
+110.3%
+305.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.8% |
| 7D | +0.1% | +0.9% | -0.7% | -0.3% |
| 30D | +6.2% | -2.5% | +8.7% | +7.4% |
| 3M | +12.4% | -5.1% | +17.5% | +14.5% |
| 6M | +9.0% | +21.6% | -12.6% | -3.6% |
| YTD | +52.2% | +31.6% | +20.6% | +28.5% |
| 1Y | +65.0% | +36.1% | +28.9% | +35.9% |
| 3Y | +78.8% | +66.5% | +12.4% | +27.3% |
| 5Y | +286.0% | +76.6% | +209.4% | +150.4% |
| All | +415.5% | +110.3% | +305.2% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling