+49.9%
HD vs CPNG
-74.8%
+124.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -1.2% | -6.2% | +5.1% | -0.4% |
| 30D | +20.9% | +4.6% | +16.2% | +20.1% |
| 3M | -0.2% | -3.1% | +2.9% | +0.1% |
| 6M | +14.5% | -0.9% | +15.4% | +13.9% |
| YTD | +4.3% | -32.2% | +36.5% | +8.0% |
| 1Y | -3.5% | -44.2% | +40.7% | +2.3% |
| 3Y | +30.1% | +4.4% | +25.8% | +26.4% |
| 5Y | +8.5% | -45.2% | +53.7% | +4.4% |
| All | +49.9% | -74.8% | +124.7% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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