-39.6%
PAYC vs ALHC
-29.3%
-10.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | -7.9% | -1.0% | -6.9% | -7.8% |
| 30D | +2.1% | -6.3% | +8.5% | +3.0% |
| 3M | +61.8% | -12.3% | +74.1% | +61.6% |
| 6M | +59.9% | -27.0% | +86.9% | +62.7% |
| YTD | +38.5% | -31.8% | +70.4% | +41.9% |
| 1Y | -1.4% | -17.0% | +15.6% | -2.5% |
| 3Y | -21.0% | +159.8% | -180.9% | -42.7% |
| 5Y | -52.9% | -25.1% | -27.8% | -60.2% |
| All | -39.6% | -29.3% | -10.2% | -50.2% |
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