+126.6%
FHN vs PAYC
+352.8%
-226.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -0.8% | -10.2% | +9.4% | +1.8% |
| 30D | -2.6% | +2.0% | -4.6% | -3.3% |
| 3M | +0.8% | +58.3% | -57.4% | -11.6% |
| 6M | +9.2% | +64.5% | -55.3% | -6.1% |
| YTD | +5.1% | +36.5% | -31.4% | -5.5% |
| 1Y | +12.2% | -1.3% | +13.5% | +9.8% |
| 3Y | +132.4% | -22.1% | +154.5% | +130.4% |
| 5Y | +91.1% | -53.3% | +144.4% | +110.3% |
| All | +126.6% | +352.8% | -226.3% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PAYC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling