-34.0%
HDB vs CPAY
+33.9%
-68.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +6.9% | +6.9% |
| 7D | +0.7% | -2.0% | +2.6% | +0.9% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | -2.0% | +16.4% | -18.3% | -3.6% |
| 6M | -18.1% | +23.5% | -41.6% | -20.1% |
| YTD | -36.1% | +35.7% | -71.8% | -37.7% |
| 1Y | -34.0% | +30.2% | -64.2% | -33.3% |
| All | -34.0% | +33.9% | -68.0% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling