+396.0%
HPE vs CPAY
+55.3%
+340.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.5% |
| 6M | +192.5% | +23.5% | +168.9% | +159.5% |
| YTD | +160.9% | +35.7% | +125.3% | +118.2% |
| 1Y | +155.0% | +30.2% | +124.8% | +116.9% |
| 3Y | +289.4% | +49.7% | +239.7% | +205.7% |
| All | +396.0% | +55.3% | +340.7% | +256.3% |
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 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