+164.0%
PAYX vs BHP
+496.8%
-332.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -4.9% | -3.6% | -1.2% | -4.0% |
| 30D | -3.8% | -1.2% | -2.6% | -3.7% |
| 3M | +17.9% | +1.2% | +16.7% | +16.7% |
| 6M | +26.1% | +21.4% | +4.7% | +17.1% |
| YTD | +6.7% | +50.4% | -43.7% | -8.1% |
| 1Y | -10.7% | +67.5% | -78.3% | -26.1% |
| 3Y | +7.0% | +72.8% | -65.9% | -14.5% |
| 5Y | +22.6% | +112.6% | -90.0% | -12.4% |
| All | +164.0% | +496.8% | -332.8% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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