+1,754.0%
HCA vs PAYX
+477.9%
+1,276.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.1% |
| 7D | +5.4% | -4.9% | +10.3% | +8.0% |
| 30D | +3.0% | -3.8% | +6.8% | +4.8% |
| 3M | +13.0% | +17.9% | -4.8% | +3.3% |
| 6M | -20.3% | +26.1% | -46.3% | -30.2% |
| YTD | -8.2% | +6.7% | -15.0% | -12.9% |
| 1Y | +6.7% | -10.7% | +17.4% | +11.3% |
| 3Y | +60.4% | +7.0% | +53.4% | +46.5% |
| 5Y | +73.4% | +22.6% | +50.8% | +44.7% |
| 10Y | +506.9% | +166.5% | +340.4% | +221.1% |
| All | +1,754.0% | +477.9% | +1,276.1% | +388.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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