+37.1%
PAYX vs ALHC
-29.3%
+66.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.9% |
| 7D | -6.9% | -1.0% | -6.0% | -6.9% |
| 30D | -2.6% | -6.3% | +3.7% | -2.3% |
| 3M | +19.4% | -12.3% | +31.8% | +19.5% |
| 6M | +18.7% | -27.0% | +45.7% | +19.6% |
| YTD | +7.8% | -31.8% | +39.6% | +8.9% |
| 1Y | -9.9% | -17.0% | +7.2% | -10.1% |
| 3Y | +7.4% | +159.8% | -152.4% | -3.7% |
| 5Y | +21.8% | -25.1% | +47.0% | +12.5% |
| All | +37.1% | -29.3% | +66.5% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling