+637.9%
HIG vs CPAY
+1,532.9%
-895.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.5% | -2.0% | +0.5% | -0.7% |
| 30D | -0.4% | -0.4% | 0.0% | -0.3% |
| 3M | +6.7% | +16.4% | -9.7% | -0.1% |
| 6M | +2.0% | +23.5% | -21.6% | -7.7% |
| YTD | +0.3% | +35.7% | -35.4% | -13.8% |
| 1Y | +4.2% | +30.2% | -26.0% | -9.5% |
| 3Y | +102.2% | +49.7% | +52.5% | +59.1% |
| 5Y | +118.5% | +56.6% | +61.9% | +63.3% |
| 10Y | +311.1% | +153.8% | +157.3% | +138.3% |
| All | +637.9% | +1,532.9% | -895.0% | +45.4% |
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