+147.4%
HDB vs PAYC
+1,158.0%
-1,010.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.4% | +2.4% | -2.1% |
| 7D | -2.0% | -7.9% | +5.8% | -0.7% |
| 30D | -4.9% | +2.1% | -7.0% | -5.3% |
| 3M | -2.3% | +61.8% | -64.1% | -11.0% |
| 6M | -23.7% | +59.9% | -83.6% | -30.8% |
| YTD | -38.5% | +38.5% | -77.0% | -42.9% |
| 1Y | -36.5% | -1.4% | -35.1% | -37.4% |
| 3Y | -28.5% | -21.0% | -7.4% | -29.5% |
| 5Y | -37.4% | -52.9% | +15.5% | -33.5% |
| 10Y | +34.0% | +332.8% | -298.8% | +5.3% |
| All | +147.4% | +1,158.0% | -1,010.7% | +80.7% |
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