+5,649.5%
CNQ vs HST
+371.9%
+5,277.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | +8.7% | -2.8% | +11.5% | +9.8% |
| 3M | +15.8% | -6.5% | +22.3% | +18.2% |
| 6M | +13.3% | +20.7% | -7.5% | +3.4% |
| YTD | +54.7% | +30.5% | +24.3% | +36.5% |
| 1Y | +69.5% | +36.8% | +32.8% | +46.0% |
| 3Y | +77.3% | +65.9% | +11.4% | +38.3% |
| 5Y | +290.3% | +73.9% | +216.4% | +190.4% |
| 10Y | +429.3% | +107.0% | +322.2% | +260.8% |
| All | +5,649.5% | +371.9% | +5,277.6% | +2,704.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling