+645.2%
HWM vs CPAY
+54.3%
+590.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -8.0% | -2.5% | -5.6% | -7.0% |
| 30D | -18.0% | +1.3% | -19.3% | -18.4% |
| 3M | -9.5% | +13.5% | -23.0% | -14.3% |
| 6M | -8.4% | +24.7% | -33.1% | -17.2% |
| YTD | +13.6% | +34.9% | -21.3% | -2.6% |
| 1Y | +30.2% | +29.7% | +0.5% | +12.9% |
| 3Y | +392.2% | +49.4% | +342.8% | +285.9% |
| 5Y | +645.2% | +53.5% | +591.7% | +448.6% |
| All | +645.2% | +54.3% | +590.9% | +448.6% |
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 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