+563.1%
HPE vs PAYX
+167.8%
+395.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.2% |
| 7D | +19.4% | -4.9% | +24.3% | +22.3% |
| 30D | +5.6% | -3.8% | +9.4% | +7.4% |
| 3M | +33.1% | +17.9% | +15.2% | +18.6% |
| 6M | +192.5% | +26.1% | +166.4% | +148.5% |
| YTD | +160.9% | +6.7% | +154.2% | +143.8% |
| 1Y | +155.0% | -10.7% | +165.7% | +164.5% |
| 3Y | +289.4% | +7.0% | +282.4% | +248.1% |
| 5Y | +395.7% | +22.6% | +373.1% | +293.6% |
| All | +563.1% | +167.8% | +395.3% | +233.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling