+188.0%
JHX vs PAYC
+1,140.1%
-952.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -4.9% | -10.2% | +5.3% | -2.4% |
| 30D | -9.3% | +2.0% | -11.3% | -9.8% |
| 3M | +28.1% | +58.3% | -30.2% | +12.8% |
| 6M | +35.2% | +64.5% | -29.3% | +16.5% |
| YTD | +35.9% | +36.5% | -0.7% | +22.2% |
| 1Y | +42.5% | -1.3% | +43.8% | +39.5% |
| 3Y | -4.5% | -22.1% | +17.7% | -5.5% |
| 5Y | -27.1% | -53.3% | +26.2% | -20.0% |
| 10Y | +104.2% | +348.5% | -244.2% | +49.3% |
| All | +188.0% | +1,140.1% | -952.2% | +94.4% |
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