+3.2%
HD vs CPAY
+48.7%
-45.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.8% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | -11.1% | +3.6% | -14.7% | -12.0% |
| 3M | +2.0% | +16.6% | -14.6% | -1.9% |
| 6M | -10.5% | +29.5% | -39.9% | -16.5% |
| YTD | -6.9% | +35.3% | -42.1% | -14.9% |
| 1Y | -23.2% | +30.6% | -53.8% | -29.2% |
| All | +3.2% | +48.7% | -45.5% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling