-67.5%
CPNG vs HST
+99.5%
-167.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -6.2% | -1.3% | -5.0% | -5.7% |
| 30D | +4.6% | +13.4% | -8.7% | -1.8% |
| 3M | -3.1% | +16.7% | -19.8% | -10.4% |
| 6M | -0.9% | +24.0% | -24.9% | -12.4% |
| YTD | -32.2% | +54.0% | -86.2% | -46.8% |
| 1Y | -44.2% | +55.0% | -99.2% | -56.5% |
| 3Y | +4.4% | +89.3% | -85.0% | -30.4% |
| 5Y | -45.2% | +85.4% | -130.6% | -63.3% |
| All | -67.5% | +99.5% | -167.1% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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