+174.8%
HST vs CPAY
+1,748.9%
-1,574.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.7% |
| 7D | +3.6% | +1.6% | +2.0% | +2.8% |
| 30D | +11.2% | +17.6% | -6.4% | +2.3% |
| 3M | +13.1% | +8.7% | +4.4% | +8.0% |
| 6M | +23.9% | +39.5% | -15.6% | +3.7% |
| YTD | +52.3% | +53.6% | -1.3% | +18.8% |
| 1Y | +56.7% | +63.3% | -6.6% | +18.2% |
| 3Y | +87.5% | +101.7% | -14.2% | +22.4% |
| 5Y | +82.8% | +91.4% | -8.6% | +21.2% |
| 10Y | +134.6% | +221.7% | -87.1% | +22.9% |
| All | +174.8% | +1,748.9% | -1,574.1% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling