+35,064.1%
PAYX vs FHN
+1,796.6%
+33,267.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -7.5% | 0.0% | -7.5% | -7.5% |
| 30D | -5.3% | -2.6% | -2.7% | -4.8% |
| 3M | +15.6% | 0.0% | +15.6% | +15.5% |
| 6M | +19.5% | +9.2% | +10.2% | +16.6% |
| YTD | +5.8% | +4.3% | +1.4% | +4.2% |
| 1Y | -10.9% | +10.8% | -21.6% | -13.7% |
| 3Y | +5.4% | +130.7% | -125.3% | -16.2% |
| 5Y | +20.4% | +87.4% | -67.0% | -4.4% |
| 10Y | +164.1% | +126.9% | +37.2% | +86.8% |
| All | +35,064.1% | +1,796.6% | +33,267.5% | +13,641.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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