-22.4%
CPNG vs HBM
+460.9%
-483.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.9% | +0.9% |
| 7D | -5.4% | -3.7% | -1.7% | -4.8% |
| 30D | -11.1% | -3.7% | -7.4% | -10.7% |
| 3M | -3.0% | +8.0% | -11.0% | -5.6% |
| 6M | -23.5% | +15.8% | -39.3% | -27.5% |
| YTD | -37.8% | +34.4% | -72.2% | -43.7% |
| 1Y | -54.3% | +98.2% | -152.5% | -62.9% |
| All | -22.4% | +460.9% | -483.2% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling