+468.3%
HD vs PAYC
+1,229.9%
-761.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.6% |
| 7D | -2.1% | -2.9% | +0.8% | -1.5% |
| 30D | -8.4% | +32.8% | -41.2% | -13.8% |
| 3M | +4.3% | +69.3% | -64.9% | -6.7% |
| 6M | -11.1% | +74.0% | -85.1% | -21.5% |
| YTD | -4.7% | +46.4% | -51.1% | -13.1% |
| 1Y | -19.8% | +4.2% | -24.0% | -21.8% |
| 3Y | +4.1% | -19.7% | +23.8% | +2.7% |
| 5Y | +10.3% | -52.0% | +62.4% | +17.2% |
| 10Y | +203.2% | +356.9% | -153.7% | +127.0% |
| All | +468.3% | +1,229.9% | -761.5% | +289.6% |
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