+108.1%
HST vs CPAY
+155.3%
-47.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +0.7% | -2.7% | +3.4% | +2.1% |
| 30D | -0.7% | +0.6% | -1.2% | -1.1% |
| 3M | -4.0% | +17.0% | -21.1% | -12.2% |
| 6M | +20.7% | +24.1% | -3.4% | +5.9% |
| YTD | +31.0% | +35.7% | -4.7% | +8.0% |
| 1Y | +36.2% | +34.0% | +2.2% | +12.4% |
| 3Y | +66.6% | +50.3% | +16.4% | +24.3% |
| 5Y | +75.8% | +56.7% | +19.1% | +25.1% |
| All | +108.1% | +155.3% | -47.2% | +34.8% |
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