-38.1%
HDB vs CPAY
+53.2%
-91.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -6.2% | -2.7% | -3.5% | -5.6% |
| 30D | -6.2% | +0.6% | -6.8% | -6.4% |
| 3M | -5.9% | +17.0% | -22.9% | -9.5% |
| 6M | -25.9% | +24.1% | -50.0% | -30.1% |
| YTD | -40.2% | +35.7% | -76.0% | -45.3% |
| 1Y | -38.0% | +34.0% | -72.0% | -43.2% |
| 3Y | -30.5% | +50.3% | -80.8% | -41.4% |
| 5Y | -38.1% | +56.7% | -94.8% | -49.9% |
| All | -38.1% | +53.2% | -91.3% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling