+72.8%
HCA vs CPAY
+55.3%
+17.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.4% | -2.0% | +7.4% | +5.9% |
| 30D | +3.0% | -0.4% | +3.3% | +3.0% |
| 3M | +13.0% | +16.4% | -3.3% | +8.8% |
| 6M | -20.3% | +23.5% | -43.8% | -24.6% |
| YTD | -8.2% | +35.7% | -43.9% | -16.1% |
| 1Y | +6.7% | +30.2% | -23.5% | -1.7% |
| 3Y | +60.4% | +49.7% | +10.7% | +35.1% |
| All | +72.8% | +55.3% | +17.5% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling