+98.9%
HL vs CPAY
+1,532.9%
-1,433.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -4.4% | -2.0% | -2.4% | -3.7% |
| 30D | +9.3% | -0.4% | +9.7% | +9.3% |
| 3M | +32.0% | +16.4% | +15.6% | +24.6% |
| 6M | -6.4% | +23.5% | -30.0% | -13.8% |
| YTD | +3.1% | +35.7% | -32.5% | -8.6% |
| 1Y | +77.6% | +30.2% | +47.4% | +59.0% |
| 3Y | +392.8% | +49.7% | +343.1% | +305.2% |
| 5Y | +234.1% | +56.6% | +177.6% | +165.3% |
| 10Y | +264.5% | +153.8% | +110.7% | +141.0% |
| All | +98.9% | +1,532.9% | -1,433.9% | -42.8% |
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