+563.1%
HPE vs CPAY
+155.2%
+407.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | -2.0% | +21.4% | +20.4% |
| 30D | +5.6% | -0.4% | +6.0% | +5.6% |
| 3M | +33.1% | +16.4% | +16.7% | +22.9% |
| 6M | +192.5% | +23.5% | +168.9% | +160.9% |
| YTD | +160.9% | +35.7% | +125.3% | +120.5% |
| 1Y | +155.0% | +30.2% | +124.8% | +118.7% |
| 3Y | +289.4% | +49.7% | +239.7% | +209.9% |
| 5Y | +395.7% | +56.6% | +339.1% | +276.8% |
| All | +563.1% | +155.2% | +407.9% | +316.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling