+73.9%
HST vs CPAY
+54.3%
+19.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.3% | -2.5% | +2.2% | +0.8% |
| 30D | -2.8% | +1.3% | -4.1% | -3.5% |
| 3M | -6.5% | +13.5% | -20.0% | -12.6% |
| 6M | +20.7% | +24.7% | -4.0% | +6.7% |
| YTD | +30.5% | +34.9% | -4.5% | +9.1% |
| 1Y | +36.8% | +29.7% | +7.1% | +16.1% |
| 3Y | +65.9% | +49.4% | +16.5% | +24.2% |
| 5Y | +73.9% | +53.5% | +20.4% | +14.8% |
| All | +73.9% | +54.3% | +19.6% | +14.8% |
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 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