+59.5%
HBM vs CPAY
+1,532.9%
-1,473.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.3% | -2.0% | -1.3% | -2.2% |
| 30D | -4.8% | -0.4% | -4.5% | -5.0% |
| 3M | -0.4% | +16.4% | -16.8% | -10.5% |
| 6M | +17.9% | +23.5% | -5.6% | +1.4% |
| YTD | +33.7% | +35.7% | -1.9% | +4.9% |
| 1Y | +95.6% | +30.2% | +65.4% | +56.0% |
| 3Y | +458.1% | +49.7% | +408.4% | +291.4% |
| 5Y | +329.0% | +56.6% | +272.4% | +188.4% |
| 10Y | +588.2% | +153.8% | +434.4% | +227.9% |
| All | +59.5% | +1,532.9% | -1,473.4% | -69.7% |
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