+206.4%
HD vs CNI
+138.2%
+68.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | -3.8% | -0.4% | -3.5% | -3.6% |
| 30D | -9.4% | -2.7% | -6.7% | -8.1% |
| 3M | -4.6% | +3.9% | -8.5% | -6.8% |
| 6M | -10.1% | +16.4% | -26.4% | -17.7% |
| YTD | -8.3% | +25.8% | -34.1% | -20.0% |
| 1Y | -25.0% | +32.4% | -57.4% | -36.5% |
| 3Y | +1.5% | +19.1% | -17.5% | -10.2% |
| 5Y | +5.6% | +13.6% | -8.0% | -5.9% |
| All | +206.4% | +138.2% | +68.2% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling