+284.1%
HL vs CNI
+6,457.9%
-6,173.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -5.6% | -1.1% | -4.5% | -5.1% |
| 30D | +12.7% | -3.5% | +16.3% | +14.9% |
| 3M | +42.5% | +2.2% | +40.3% | +40.6% |
| 6M | -9.0% | +15.1% | -24.1% | -15.6% |
| YTD | +4.4% | +24.7% | -20.3% | -6.8% |
| 1Y | +82.7% | +33.4% | +49.3% | +57.3% |
| 3Y | +406.3% | +19.5% | +386.8% | +357.0% |
| 5Y | +238.2% | +12.6% | +225.6% | +215.5% |
| 10Y | +268.9% | +134.7% | +134.2% | +139.7% |
| All | +284.1% | +6,457.9% | -6,173.8% | +74.9% |
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