+4,739.3%
HD vs CNI
+6,541.6%
-1,802.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -2.1% | -2.1% | 0.0% | -1.0% |
| 30D | -8.4% | -3.3% | -5.1% | -6.9% |
| 3M | +4.3% | +3.8% | +0.5% | +2.3% |
| 6M | -11.1% | +12.7% | -23.8% | -16.5% |
| YTD | -4.7% | +26.3% | -30.9% | -15.6% |
| 1Y | -19.8% | +29.9% | -49.7% | -30.0% |
| 3Y | +4.1% | +15.9% | -11.8% | -5.1% |
| 5Y | +10.3% | +6.9% | +3.4% | +3.3% |
| 10Y | +203.2% | +126.8% | +76.4% | +93.4% |
| All | +4,739.3% | +6,541.6% | -1,802.3% | +569.4% |
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