+30,424.6%
HD vs PAYX
+35,732.2%
-5,307.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.0% |
| 7D | -1.2% | -6.9% | +5.8% | +1.1% |
| 30D | -11.1% | -2.6% | -8.5% | -10.5% |
| 3M | +2.0% | +19.4% | -17.4% | -3.9% |
| 6M | -10.5% | +18.7% | -29.1% | -16.0% |
| YTD | -6.9% | +7.8% | -14.6% | -10.1% |
| 1Y | -23.2% | -9.9% | -13.3% | -21.5% |
| 3Y | +3.1% | +7.4% | -4.4% | -1.5% |
| 5Y | +7.4% | +21.8% | -14.4% | -1.5% |
| 10Y | +205.0% | +161.3% | +43.7% | +121.3% |
| All | +30,424.6% | +35,732.2% | -5,307.6% | +7,852.3% |
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