+162.6%
PAYX vs HST
+109.4%
+53.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -7.9% | +0.7% | -8.6% | -8.1% |
| 30D | -5.0% | -0.7% | -4.4% | -4.9% |
| 3M | +15.1% | -4.0% | +19.1% | +16.3% |
| 6M | +23.9% | +20.7% | +3.2% | +15.8% |
| YTD | +6.2% | +31.0% | -24.9% | -3.6% |
| 1Y | -9.6% | +36.2% | -45.9% | -19.2% |
| 3Y | +5.8% | +66.6% | -60.8% | -13.0% |
| 5Y | +22.0% | +75.8% | -53.8% | -3.9% |
| All | +162.6% | +109.4% | +53.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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