+634.9%
HLT vs CNI
+183.3%
+451.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -5.0% | -2.7% | -2.3% | -3.7% |
| 3M | -10.4% | +3.9% | -14.3% | -12.6% |
| 6M | +3.2% | +16.4% | -13.1% | -5.5% |
| YTD | +6.7% | +25.8% | -19.1% | -6.6% |
| 1Y | +10.3% | +32.4% | -22.1% | -6.4% |
| 3Y | +99.3% | +19.1% | +80.3% | +76.5% |
| 5Y | +143.7% | +13.6% | +130.1% | +119.3% |
| 10Y | +584.7% | +136.8% | +447.9% | +304.1% |
| All | +634.9% | +183.3% | +451.6% | +300.0% |
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