+212.3%
FHN vs PAYC
+1,229.9%
-1,017.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.7% |
| 7D | +1.2% | -2.9% | +4.1% | +1.8% |
| 30D | -4.7% | +32.8% | -37.5% | -11.4% |
| 3M | +3.5% | +69.3% | -65.7% | -9.4% |
| 6M | +7.8% | +74.0% | -66.2% | -7.0% |
| YTD | +5.9% | +46.4% | -40.5% | -5.3% |
| 1Y | +12.5% | +4.2% | +8.3% | +8.9% |
| 3Y | +117.2% | -19.7% | +136.9% | +114.0% |
| 5Y | +86.5% | -52.0% | +138.6% | +100.6% |
| 10Y | +125.7% | +356.9% | -231.2% | +54.5% |
| All | +212.3% | +1,229.9% | -1,017.5% | +91.1% |
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