+108.1%
HST vs PAYC
+352.8%
-244.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +0.7% | -10.2% | +10.9% | +3.4% |
| 30D | -0.7% | +2.0% | -2.6% | -1.4% |
| 3M | -4.0% | +58.3% | -62.3% | -16.9% |
| 6M | +20.7% | +64.5% | -43.8% | +2.4% |
| YTD | +31.0% | +36.5% | -5.5% | +16.6% |
| 1Y | +36.2% | -1.3% | +37.5% | +32.5% |
| 3Y | +66.6% | -22.1% | +88.8% | +64.5% |
| 5Y | +75.8% | -53.3% | +129.1% | +95.5% |
| All | +108.1% | +352.8% | -244.7% | +37.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling