+20.8%
HAL vs CPAY
+1,528.2%
-1,507.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.6% |
| 7D | +0.5% | +0.6% | -0.1% | +0.1% |
| 30D | +15.9% | +3.6% | +12.3% | +13.3% |
| 3M | -8.7% | +16.6% | -25.3% | -17.5% |
| 6M | +9.0% | +29.5% | -20.4% | -9.0% |
| YTD | +32.0% | +35.3% | -3.2% | +5.2% |
| 1Y | +72.5% | +30.6% | +41.8% | +39.0% |
| 3Y | -4.5% | +49.7% | -54.3% | -32.2% |
| 5Y | +109.7% | +54.4% | +55.2% | +42.5% |
| 10Y | +1.2% | +142.8% | -141.6% | -44.3% |
| All | +20.8% | +1,528.2% | -1,507.4% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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