+1,354.9%
HD vs CPAY
+1,748.9%
-394.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.3% |
| 7D | +1.5% | +1.6% | 0.0% | +1.1% |
| 30D | +18.0% | +17.6% | +0.4% | +12.4% |
| 3M | +2.8% | +8.7% | -5.9% | +0.2% |
| 6M | +17.0% | +39.5% | -22.6% | +5.5% |
| YTD | +3.5% | +53.6% | -50.1% | -10.5% |
| 1Y | -2.6% | +63.3% | -65.8% | -17.3% |
| 3Y | +30.7% | +101.7% | -71.0% | +1.5% |
| 5Y | +6.2% | +91.4% | -85.2% | -17.6% |
| 10Y | +242.7% | +221.7% | +21.0% | +124.7% |
| All | +1,354.9% | +1,748.9% | -394.0% | +527.2% |
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