-3.8%
CPNG vs HDB
+7.3%
-11.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.8% |
| 7D | -6.9% | +4.1% | -11.0% | -8.5% |
| 30D | +1.1% | +13.0% | -11.8% | -4.2% |
| 3M | -6.3% | +11.3% | -17.6% | -10.9% |
| 6M | -3.8% | +6.9% | -10.8% | -13.3% |
| All | -3.8% | +7.3% | -11.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 6mo: compounded portfolio wealth divided by compounded HDB 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…
6mo analysis · Full analysis span regression · 6 months rolling