+3,652.6%
HDB vs CNI
+2,545.8%
+1,106.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -2.0% | +2.5% | -4.5% | -3.6% |
| 30D | -4.9% | -2.5% | -2.4% | -3.4% |
| 3M | -2.3% | +2.7% | -5.0% | -4.3% |
| 6M | -23.7% | +16.9% | -40.7% | -31.6% |
| YTD | -38.5% | +26.3% | -64.8% | -47.8% |
| 1Y | -36.5% | +31.1% | -67.6% | -47.6% |
| 3Y | -28.5% | +21.1% | -49.5% | -39.6% |
| 5Y | -37.4% | +11.0% | -48.4% | -45.5% |
| 10Y | +34.0% | +128.1% | -94.1% | -34.6% |
| All | +3,652.6% | +2,545.8% | +1,106.8% | +431.3% |
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 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