+203.4%
HD vs CPAY
+155.3%
+48.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -3.9% | -2.7% | -1.2% | -3.1% |
| 30D | -13.1% | +0.6% | -13.7% | -13.4% |
| 3M | -3.4% | +17.0% | -20.5% | -8.3% |
| 6M | -12.6% | +24.1% | -36.7% | -18.9% |
| YTD | -9.2% | +35.7% | -45.0% | -19.0% |
| 1Y | -23.9% | +34.0% | -57.9% | -32.1% |
| 3Y | +0.4% | +50.3% | -49.8% | -15.8% |
| 5Y | +4.5% | +56.7% | -52.1% | -15.6% |
| All | +203.4% | +155.3% | +48.1% | +117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling