+1,547.2%
HWM vs CPAY
+132.8%
+1,414.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -12.5% | -2.7% | -9.8% | -11.1% |
| 30D | -19.0% | +0.6% | -19.6% | -19.3% |
| 3M | -8.6% | +17.0% | -25.6% | -16.5% |
| 6M | -10.2% | +24.1% | -34.3% | -21.6% |
| YTD | +11.3% | +35.7% | -24.4% | -9.6% |
| 1Y | +24.3% | +34.0% | -9.8% | +0.4% |
| 3Y | +382.3% | +50.3% | +332.0% | +248.4% |
| 5Y | +640.6% | +56.7% | +584.0% | +404.9% |
| All | +1,547.2% | +132.8% | +1,414.4% | +832.0% |
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