-70.0%
CPNG vs HST
+69.1%
-139.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -7.6% | -0.3% | -7.3% | -7.4% |
| 30D | -8.8% | -2.8% | -6.1% | -7.6% |
| 3M | -7.2% | -6.5% | -0.8% | -4.9% |
| 6M | -21.5% | +20.7% | -42.2% | -30.1% |
| YTD | -37.4% | +30.5% | -67.9% | -46.6% |
| 1Y | -54.3% | +36.8% | -91.1% | -62.3% |
| 3Y | -20.3% | +65.9% | -86.2% | -43.5% |
| 5Y | -51.2% | +73.9% | -125.1% | -65.0% |
| All | -70.0% | +69.1% | -139.1% | -78.1% |
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