+761.8%
HPE vs PAYX
+225.0%
+536.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.5% | +11.9% | +12.1% |
| 7D | +19.4% | -4.9% | +24.3% | +22.4% |
| 30D | +5.6% | -3.8% | +9.4% | +7.4% |
| 3M | +33.1% | +17.9% | +15.2% | +18.1% |
| 6M | +192.5% | +26.1% | +166.4% | +147.0% |
| YTD | +160.9% | +6.7% | +154.2% | +143.1% |
| 1Y | +155.0% | -10.7% | +165.7% | +164.5% |
| 3Y | +289.4% | +7.0% | +282.4% | +246.5% |
| 5Y | +395.7% | +22.6% | +373.1% | +290.0% |
| 10Y | +574.8% | +166.5% | +408.3% | +199.0% |
| All | +761.8% | +225.0% | +536.8% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling