+224.7%
HDB vs CPAY
+1,528.2%
-1,303.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.3% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -4.9% | +3.6% | -8.5% | -6.0% |
| 3M | -2.3% | +16.6% | -18.9% | -7.2% |
| 6M | -23.7% | +29.5% | -53.2% | -30.4% |
| YTD | -38.5% | +35.3% | -73.7% | -45.2% |
| 1Y | -36.5% | +30.6% | -67.1% | -43.1% |
| 3Y | -28.5% | +49.7% | -78.2% | -41.1% |
| 5Y | -37.4% | +54.4% | -91.8% | -50.1% |
| 10Y | +34.0% | +142.8% | -108.8% | -10.8% |
| All | +224.7% | +1,528.2% | -1,303.5% | +13.1% |
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 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