+400.2%
HST vs CNI
+6,541.6%
-6,141.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | -2.1% | +1.1% | +0.4% |
| 30D | -12.3% | -3.3% | -9.0% | -10.3% |
| 3M | -6.4% | +3.8% | -10.2% | -9.1% |
| 6M | +15.0% | +12.7% | +2.3% | +5.0% |
| YTD | +30.5% | +26.3% | +4.2% | +9.8% |
| 1Y | +35.7% | +29.9% | +5.8% | +11.4% |
| 3Y | +68.4% | +15.9% | +52.4% | +47.3% |
| 5Y | +73.1% | +6.9% | +66.2% | +58.1% |
| 10Y | +92.7% | +126.8% | -34.0% | +1.0% |
| All | +400.2% | +6,541.6% | -6,141.4% | -26.4% |
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