-23.4%
HDB vs PAYC
-47.7%
+24.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.5% |
| 7D | +4.1% | -0.5% | +4.6% | +4.1% |
| 30D | +13.0% | +5.2% | +7.8% | +12.2% |
| 3M | +11.3% | +18.0% | -6.7% | +8.9% |
| 6M | +6.9% | +81.6% | -74.7% | -1.5% |
| YTD | -29.6% | +57.3% | -86.9% | -34.1% |
| 1Y | -29.5% | +49.8% | -79.3% | -33.6% |
| 3Y | -8.1% | +49.0% | -57.1% | -15.5% |
| 5Y | -23.4% | -47.8% | +24.4% | -13.6% |
| All | -23.4% | -47.7% | +24.3% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling