+1,497.0%
HWM vs CPAY
+163.4%
+1,333.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.3% |
| YTD | +7.9% | +53.6% | -45.7% | -18.5% |
| 1Y | +9.9% | +63.3% | -53.3% | -20.3% |
| 3Y | +342.1% | +101.7% | +240.4% | +167.2% |
| 5Y | +600.8% | +91.4% | +509.4% | +324.1% |
| 10Y | +1,493.8% | +221.7% | +1,272.1% | +684.1% |
| All | +1,497.0% | +163.4% | +1,333.6% | +740.5% |
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