+736.6%
PAYX vs HBM
+593.2%
+143.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +7.9% | +1.2% |
| 7D | -7.9% | -3.7% | -4.2% | -7.6% |
| 30D | -5.0% | -3.7% | -1.4% | -4.9% |
| 3M | +15.1% | +8.0% | +7.1% | +13.3% |
| 6M | +23.9% | +15.8% | +8.1% | +19.9% |
| YTD | +6.2% | +34.4% | -28.2% | +0.1% |
| 1Y | -9.6% | +98.2% | -107.8% | -19.0% |
| 3Y | +5.8% | +476.6% | -470.8% | -19.5% |
| 5Y | +22.0% | +331.1% | -309.1% | -6.9% |
| 10Y | +165.1% | +591.6% | -426.5% | +69.3% |
| All | +736.6% | +593.2% | +143.3% | +324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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