-52.1%
PAYC vs ALHC
-62.5%
+10.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -11.1% | +3.9% | -15.0% | -11.6% |
| 30D | +1.8% | -3.6% | +5.5% | +2.1% |
| 3M | +10.2% | -49.4% | +59.6% | +19.7% |
| 6M | +73.5% | -59.5% | +133.0% | +90.5% |
| YTD | +49.4% | -63.2% | +112.6% | +65.0% |
| 1Y | +47.2% | -55.5% | +102.7% | +56.6% |
| 3Y | +44.4% | +23.0% | +21.4% | +13.1% |
| 5Y | -52.1% | -65.7% | +13.6% | -53.8% |
| All | -52.1% | -62.5% | +10.4% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling