+23.6%
PAYX vs BHP
+110.7%
-87.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -4.9% | -3.6% | -1.2% | -4.4% |
| 30D | -3.8% | -1.2% | -2.6% | -3.7% |
| 3M | +17.9% | +1.2% | +16.7% | +17.3% |
| 6M | +26.1% | +21.4% | +4.7% | +20.9% |
| YTD | +6.7% | +50.4% | -43.7% | -2.8% |
| 1Y | -10.7% | +67.5% | -78.3% | -20.9% |
| 3Y | +7.0% | +72.8% | -65.9% | -8.0% |
| All | +23.6% | +110.7% | -87.1% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling