+229.9%
HL vs CPNG
-76.8%
+306.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +0.4% | -7.6% | +8.0% | +2.1% |
| 30D | +18.8% | -8.8% | +27.7% | +21.2% |
| 3M | +43.7% | -7.2% | +50.9% | +45.5% |
| 6M | -1.0% | -21.5% | +20.5% | +2.9% |
| YTD | +8.7% | -37.4% | +46.1% | +18.2% |
| 1Y | +105.0% | -54.3% | +159.3% | +136.7% |
| 3Y | +427.3% | -20.3% | +447.6% | +437.9% |
| 5Y | +249.3% | -51.2% | +300.5% | +238.9% |
| All | +229.9% | -76.8% | +306.6% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling