+164.0%
PAYX vs HUM
+152.7%
+11.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | 0.0% |
| 7D | -4.9% | +2.1% | -6.9% | -5.3% |
| 30D | -3.8% | +5.4% | -9.2% | -5.0% |
| 3M | +17.9% | +11.4% | +6.5% | +14.4% |
| 6M | +26.1% | +141.5% | -115.4% | +1.1% |
| YTD | +6.7% | +61.2% | -54.4% | -6.6% |
| 1Y | -10.7% | +49.2% | -59.9% | -21.0% |
| 3Y | +7.0% | -9.0% | +16.0% | +5.1% |
| 5Y | +22.6% | +7.2% | +15.4% | +9.9% |
| All | +164.0% | +152.7% | +11.3% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling