+129.2%
HPE vs CPAY
+29.9%
+99.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.3% |
| 7D | -0.6% | +2.1% | -2.7% | -1.1% |
| 30D | -2.3% | +5.5% | -7.8% | -3.5% |
| 3M | -2.9% | +16.6% | -19.4% | -6.4% |
| 6M | +143.6% | +26.7% | +116.9% | +128.4% |
| YTD | +118.5% | +38.4% | +80.2% | +101.9% |
| 1Y | +129.2% | +30.1% | +99.1% | +112.3% |
| All | +129.2% | +29.9% | +99.3% | +112.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling