+180.7%
HIMS vs PAYC
+5.8%
+174.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.2% |
| 7D | -0.7% | -5.5% | +4.8% | +1.0% |
| 30D | -8.2% | +3.8% | -12.0% | -9.5% |
| 3M | -4.7% | +65.8% | -70.5% | -22.3% |
| 6M | +6.3% | +68.7% | -62.4% | -14.5% |
| YTD | -15.3% | +38.3% | -53.6% | -27.2% |
| 1Y | -46.9% | -2.4% | -44.5% | -48.3% |
| 3Y | +321.3% | -21.5% | +342.8% | +324.4% |
| 5Y | +215.8% | -52.7% | +268.6% | +247.6% |
| All | +180.7% | +5.8% | +174.9% | +193.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling