+634.9%
HLT vs CPAY
+250.7%
+384.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.6% | -2.0% | +0.4% | -0.7% |
| 30D | -5.0% | -0.4% | -4.7% | -5.0% |
| 3M | -10.4% | +16.4% | -26.7% | -16.7% |
| 6M | +3.2% | +23.5% | -20.3% | -7.5% |
| YTD | +6.7% | +35.7% | -28.9% | -9.6% |
| 1Y | +10.3% | +30.2% | -19.9% | -5.4% |
| 3Y | +99.3% | +49.7% | +49.6% | +54.7% |
| 5Y | +143.7% | +56.6% | +87.1% | +81.5% |
| 10Y | +584.7% | +153.8% | +431.0% | +310.3% |
| All | +634.9% | +250.7% | +384.2% | +285.2% |
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