+332.5%
HBM vs CNI
+12.6%
+319.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.3% |
| 7D | -3.3% | -0.4% | -2.9% | -2.9% |
| 30D | -4.8% | -2.7% | -2.1% | -2.3% |
| 3M | -0.4% | +3.9% | -4.3% | -4.9% |
| 6M | +17.9% | +16.4% | +1.5% | +0.8% |
| YTD | +33.7% | +25.8% | +7.9% | +5.3% |
| 1Y | +95.6% | +32.4% | +63.2% | +45.8% |
| 3Y | +458.1% | +19.1% | +439.0% | +350.8% |
| All | +332.5% | +12.6% | +319.8% | +269.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling