+1,754.0%
HCA vs CNQ
+287.9%
+1,466.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +3.0% | +6.2% | -3.2% | +1.4% |
| 3M | +13.0% | +12.4% | +0.7% | +9.2% |
| 6M | -20.3% | +9.0% | -29.3% | -22.9% |
| YTD | -8.2% | +52.2% | -60.4% | -19.0% |
| 1Y | +6.7% | +65.0% | -58.3% | -8.1% |
| 3Y | +60.4% | +78.8% | -18.5% | +31.4% |
| 5Y | +73.4% | +286.0% | -212.5% | +11.0% |
| 10Y | +506.9% | +420.7% | +86.2% | +211.8% |
| All | +1,754.0% | +287.9% | +1,466.1% | +875.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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