+5,556.5%
CNQ vs HUM
+6,279.3%
-722.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.0% |
| 7D | +0.1% | +2.1% | -1.9% | -0.3% |
| 30D | +6.2% | +5.4% | +0.8% | +5.0% |
| 3M | +12.4% | +11.4% | +1.0% | +9.4% |
| 6M | +9.0% | +141.5% | -132.5% | -10.8% |
| YTD | +52.2% | +61.2% | -9.0% | +34.4% |
| 1Y | +65.0% | +49.2% | +15.9% | +47.3% |
| 3Y | +78.8% | -9.0% | +87.9% | +71.2% |
| 5Y | +286.0% | +7.2% | +278.8% | +246.8% |
| 10Y | +420.7% | +152.7% | +268.0% | +282.4% |
| All | +5,556.5% | +6,279.3% | -722.8% | +2,393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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