+206.4%
HD vs PAYX
+167.8%
+38.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | -3.8% | -4.9% | +1.0% | -1.4% |
| 30D | -9.4% | -3.8% | -5.6% | -7.8% |
| 3M | -4.6% | +17.9% | -22.5% | -13.1% |
| 6M | -10.1% | +26.1% | -36.2% | -21.7% |
| YTD | -8.3% | +6.7% | -15.1% | -13.0% |
| 1Y | -25.0% | -10.7% | -14.3% | -21.5% |
| 3Y | +1.5% | +7.0% | -5.4% | -7.0% |
| 5Y | +5.6% | +22.6% | -17.0% | -12.1% |
| All | +206.4% | +167.8% | +38.6% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling