+362.5%
HBAN vs CPAY
+1,532.9%
-1,170.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -1.0% | -2.0% | +1.0% | 0.0% |
| 30D | -5.6% | -0.4% | -5.2% | -5.5% |
| 3M | -1.1% | +16.4% | -17.5% | -9.0% |
| 6M | +9.9% | +23.5% | -13.6% | -3.0% |
| YTD | -0.9% | +35.7% | -36.6% | -17.8% |
| 1Y | -1.4% | +30.2% | -31.6% | -16.8% |
| 3Y | +78.2% | +49.7% | +28.5% | +37.3% |
| 5Y | +37.0% | +56.6% | -19.5% | +1.0% |
| 10Y | +158.9% | +153.8% | +5.1% | +53.6% |
| All | +362.5% | +1,532.9% | -1,170.4% | +28.5% |
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