+121.3%
HBM vs CNI
+29.8%
+91.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.4% | -2.1% | -4.3% | -5.3% |
| 30D | +5.9% | -3.3% | +9.2% | +7.7% |
| 3M | -8.9% | +3.8% | -12.7% | -11.5% |
| 6M | +10.7% | +12.7% | -2.0% | +1.1% |
| YTD | +38.3% | +26.3% | +12.0% | +22.3% |
| 1Y | +121.3% | +29.9% | +91.4% | +92.9% |
| All | +121.3% | +29.8% | +91.6% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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