+946.2%
HD vs CNQ
+5,383.3%
-4,437.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | -3.8% | -0.8% | -3.1% | -3.7% |
| 30D | -9.4% | +5.3% | -14.7% | -10.4% |
| 3M | -4.6% | +11.4% | -16.0% | -6.9% |
| 6M | -10.1% | +8.1% | -18.1% | -12.3% |
| YTD | -8.3% | +50.9% | -59.2% | -16.2% |
| 1Y | -25.0% | +63.6% | -88.6% | -32.7% |
| 3Y | +1.5% | +77.2% | -75.7% | -11.5% |
| 5Y | +5.6% | +282.5% | -277.0% | -22.4% |
| 10Y | +208.4% | +416.1% | -207.6% | +94.7% |
| All | +946.2% | +5,383.3% | -4,437.1% | +280.4% |
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