+1,547.2%
HWM vs CNQ
+397.9%
+1,149.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.6% |
| 7D | -12.5% | -0.7% | -11.8% | -12.3% |
| 30D | -19.0% | +6.7% | -25.7% | -21.2% |
| 3M | -8.6% | +12.8% | -21.4% | -13.6% |
| 6M | -10.2% | +13.3% | -23.5% | -16.8% |
| YTD | +11.3% | +53.1% | -41.7% | -9.8% |
| 1Y | +24.3% | +66.1% | -41.8% | -3.2% |
| 3Y | +382.3% | +75.4% | +306.8% | +254.1% |
| 5Y | +640.6% | +288.1% | +352.5% | +260.2% |
| All | +1,547.2% | +397.9% | +1,149.3% | +514.4% |
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