+1,474.6%
HWM vs CPAY
+219.9%
+1,254.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.7% |
| 7D | +7.3% | +1.6% | +5.7% | +6.4% |
| 30D | +1.6% | +17.6% | -16.0% | -7.4% |
| 3M | -21.9% | +8.7% | -30.6% | -25.8% |
| 6M | -19.0% | +39.5% | -58.6% | -33.4% |
| YTD | +7.9% | +53.6% | -45.7% | -18.6% |
| 1Y | +9.9% | +63.3% | -53.3% | -20.4% |
| 3Y | +342.1% | +101.7% | +240.4% | +166.1% |
| 5Y | +600.8% | +91.4% | +509.4% | +322.3% |
| All | +1,474.6% | +219.9% | +1,254.7% | +666.6% |
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