-12.6%
HD vs CNQ
+13.9%
-26.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.5% | -2.0% |
| 7D | -3.9% | -0.7% | -3.2% | -4.2% |
| 30D | -13.1% | +6.7% | -19.8% | -10.3% |
| 3M | -3.4% | +12.8% | -16.2% | +3.1% |
| 6M | -12.6% | +13.3% | -25.9% | -5.1% |
| All | -12.6% | +13.9% | -26.5% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling