+138.4%
HLT vs CPAY
+55.3%
+83.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.6% | -2.0% | +0.4% | -0.8% |
| 30D | -5.0% | -0.4% | -4.7% | -5.0% |
| 3M | -10.4% | +16.4% | -26.7% | -16.1% |
| 6M | +3.2% | +23.5% | -20.3% | -6.5% |
| YTD | +6.7% | +35.7% | -28.9% | -8.6% |
| 1Y | +10.3% | +30.2% | -19.9% | -4.2% |
| 3Y | +99.3% | +49.7% | +49.6% | +55.0% |
| All | +138.4% | +55.3% | +83.1% | +66.4% |
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 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