+1,773.8%
HWM vs PAYC
+358.2%
+1,415.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.5% |
| 7D | -2.1% | -2.9% | +0.8% | -1.4% |
| 30D | -11.0% | +32.8% | -43.7% | -18.1% |
| 3M | +4.0% | +69.3% | -65.2% | -11.0% |
| 6M | -0.2% | +74.0% | -74.2% | -16.2% |
| YTD | +26.7% | +46.4% | -19.8% | +11.0% |
| 1Y | +44.7% | +4.2% | +40.5% | +39.5% |
| 3Y | +426.1% | -19.7% | +445.8% | +417.2% |
| 5Y | +738.5% | -52.0% | +790.5% | +834.8% |
| All | +1,773.8% | +358.2% | +1,415.6% | +1,040.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling