+256.9%
HL vs PAYC
+358.9%
-102.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | -4.4% | -5.5% | +1.2% | -3.4% |
| 30D | +9.3% | +3.8% | +5.5% | +8.5% |
| 3M | +32.0% | +65.8% | -33.8% | +18.2% |
| 6M | -6.4% | +68.7% | -75.1% | -17.2% |
| YTD | +3.1% | +38.3% | -35.2% | -5.2% |
| 1Y | +77.6% | -2.4% | +79.9% | +75.2% |
| 3Y | +392.8% | -21.5% | +414.4% | +389.2% |
| 5Y | +234.1% | -52.7% | +286.8% | +259.3% |
| All | +256.9% | +358.9% | -102.0% | +152.1% |
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