+41.5%
HDB vs CPAY
+155.2%
-113.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +6.9% | +6.9% |
| 7D | +0.7% | -2.0% | +2.6% | +1.4% |
| 30D | +1.0% | -0.4% | +1.4% | +1.1% |
| 3M | -2.0% | +16.4% | -18.3% | -7.0% |
| 6M | -18.1% | +23.5% | -41.6% | -24.3% |
| YTD | -36.1% | +35.7% | -71.8% | -43.4% |
| 1Y | -34.0% | +30.2% | -64.2% | -41.0% |
| 3Y | -26.7% | +49.7% | -76.4% | -40.5% |
| 5Y | -33.9% | +56.6% | -90.4% | -48.6% |
| All | +41.5% | +155.2% | -113.7% | -5.7% |
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 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