+761.8%
HPE vs CNQ
+597.8%
+164.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.6% | +13.0% | +12.6% |
| 7D | +19.4% | +0.1% | +19.3% | +19.4% |
| 30D | +5.6% | +6.2% | -0.6% | +3.3% |
| 3M | +33.1% | +12.4% | +20.7% | +27.1% |
| 6M | +192.5% | +9.0% | +183.4% | +181.0% |
| YTD | +160.9% | +52.2% | +108.7% | +122.6% |
| 1Y | +155.0% | +65.0% | +89.9% | +111.0% |
| 3Y | +289.4% | +78.8% | +210.6% | +208.2% |
| 5Y | +395.7% | +286.0% | +109.7% | +193.1% |
| 10Y | +574.8% | +420.7% | +154.1% | +215.5% |
| All | +761.8% | +597.8% | +164.0% | +250.7% |
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