-69.3%
CPNG vs HBM
+273.8%
-343.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -1.1% | -3.3% | +2.2% | -0.5% |
| 30D | -7.4% | -4.8% | -2.5% | -6.7% |
| 3M | -12.3% | -0.4% | -11.9% | -13.4% |
| 6M | -19.4% | +17.9% | -37.3% | -24.3% |
| YTD | -35.9% | +33.7% | -69.6% | -42.3% |
| 1Y | -53.4% | +95.6% | -149.0% | -62.2% |
| 3Y | -20.0% | +458.1% | -478.1% | -52.6% |
| 5Y | -49.6% | +329.0% | -378.6% | -68.9% |
| All | -69.3% | +273.8% | -343.1% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling