+6.2%
HD vs CNI
+10.3%
-4.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -1.8% | +0.9% | -2.7% | -2.2% |
| 30D | -10.8% | -2.1% | -8.7% | -10.0% |
| 3M | -2.7% | +1.8% | -4.5% | -3.7% |
| 6M | -10.3% | +14.8% | -25.1% | -16.5% |
| YTD | -7.8% | +25.4% | -33.2% | -18.0% |
| 1Y | -23.1% | +32.9% | -56.1% | -33.7% |
| 3Y | +2.0% | +20.2% | -18.2% | -8.9% |
| 5Y | +6.2% | +12.2% | -5.9% | -2.0% |
| All | +6.2% | +10.3% | -4.1% | -2.0% |
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