-69.0%
CPNG vs HST
+97.5%
-166.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | -6.9% | +3.6% | -10.5% | -8.6% |
| 30D | +1.1% | +9.9% | -8.8% | -3.6% |
| 3M | -6.3% | +12.9% | -19.2% | -11.9% |
| 6M | -3.8% | +22.9% | -26.7% | -14.6% |
| YTD | -35.2% | +52.4% | -87.6% | -48.9% |
| 1Y | -47.0% | +52.5% | -99.5% | -58.3% |
| 3Y | -0.2% | +87.4% | -87.6% | -33.1% |
| 5Y | -42.5% | +82.9% | -125.4% | -61.3% |
| All | -69.0% | +97.5% | -166.5% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling