-52.8%
CPNG vs HST
+72.4%
-125.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -6.3% | +2.0% | -8.3% | -7.3% |
| 30D | -8.7% | -5.2% | -3.5% | -6.1% |
| 3M | -2.4% | -6.2% | +3.8% | +0.1% |
| 6M | -22.3% | +20.4% | -42.8% | -31.4% |
| YTD | -37.2% | +30.6% | -67.8% | -47.2% |
| 1Y | -53.0% | +37.4% | -90.3% | -62.0% |
| 3Y | -20.0% | +66.1% | -86.1% | -45.5% |
| 5Y | -52.8% | +73.7% | -126.5% | -69.0% |
| All | -52.8% | +72.4% | -125.2% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling