+195.2%
FHN vs PAYC
+1,328.4%
-1,133.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -1.1% |
| 7D | +1.3% | -0.5% | +1.7% | +1.3% |
| 30D | +2.8% | +5.2% | -2.3% | +1.5% |
| 3M | -8.9% | +18.0% | -26.9% | -12.5% |
| 6M | -0.7% | +81.6% | -82.3% | -14.9% |
| YTD | +0.1% | +57.3% | -57.2% | -12.1% |
| 1Y | +10.4% | +49.8% | -39.4% | -1.9% |
| 3Y | +128.8% | +49.0% | +79.8% | +99.7% |
| 5Y | +61.5% | -47.8% | +109.3% | +70.5% |
| 10Y | +83.0% | +515.8% | -432.8% | +19.9% |
| All | +195.2% | +1,328.4% | -1,133.2% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling