+489.5%
HON vs CPAY
+1,524.4%
-1,034.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -0.6% | -2.5% | +1.9% | +0.4% |
| 30D | -15.4% | +1.3% | -16.7% | -15.9% |
| 3M | -9.1% | +13.5% | -22.6% | -13.7% |
| 6M | -17.1% | +24.7% | -41.8% | -24.5% |
| YTD | +1.5% | +34.9% | -33.4% | -11.3% |
| 1Y | -1.3% | +29.7% | -31.0% | -12.9% |
| 3Y | +19.5% | +49.4% | -29.8% | -2.7% |
| 5Y | +3.1% | +53.5% | -50.4% | -19.1% |
| 10Y | +138.4% | +152.5% | -14.1% | +51.7% |
| All | +489.5% | +1,524.4% | -1,034.9% | +89.4% |
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