-7.5%
PAYX vs HUM
+31.0%
-38.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | -4.2% | +4.2% | -8.3% | -4.6% |
| 30D | +2.9% | +10.4% | -7.5% | +1.8% |
| 3M | +23.6% | +15.1% | +8.6% | +21.1% |
| 6M | +30.0% | +120.9% | -90.9% | +17.6% |
| YTD | +12.2% | +57.9% | -45.8% | +4.2% |
| 1Y | -7.5% | +30.6% | -38.0% | -13.5% |
| All | -7.5% | +31.0% | -38.5% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling