+589.9%
HBM vs CNI
+836.1%
-246.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.4% |
| 7D | -3.3% | -0.4% | -2.9% | -2.9% |
| 30D | -4.8% | -2.7% | -2.1% | -2.1% |
| 3M | -0.4% | +3.9% | -4.3% | -5.2% |
| 6M | +17.9% | +16.4% | +1.5% | 0.0% |
| YTD | +33.7% | +25.8% | +7.9% | +3.9% |
| 1Y | +95.6% | +32.4% | +63.2% | +43.7% |
| 3Y | +458.1% | +19.1% | +439.0% | +349.7% |
| 5Y | +329.0% | +13.6% | +315.4% | +268.2% |
| 10Y | +588.2% | +136.8% | +451.4% | +186.2% |
| All | +589.9% | +836.1% | -246.2% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling