-31.4%
PAYC vs ALHC
-61.4%
+30.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +4.1% | -10.6% | +14.7% | +5.4% |
| 3M | +11.5% | -45.3% | +56.8% | +19.3% |
| 6M | +85.3% | -59.7% | +145.0% | +103.0% |
| YTD | +57.3% | -62.7% | +120.0% | +72.6% |
| 1Y | +52.6% | -56.1% | +108.7% | +62.5% |
| 3Y | +48.3% | +21.3% | +27.0% | +20.2% |
| 5Y | -47.8% | -66.0% | +18.1% | -51.7% |
| All | -31.4% | -61.4% | +30.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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