+652.7%
PAYX vs JHX
+2,243.5%
-1,590.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -4.9% | -6.3% | +1.5% | -3.7% |
| 30D | -3.8% | -7.7% | +3.9% | -2.5% |
| 3M | +17.9% | +19.2% | -1.3% | +13.8% |
| 6M | +26.1% | +38.3% | -12.2% | +17.3% |
| YTD | +6.7% | +37.2% | -30.5% | -0.9% |
| 1Y | -10.7% | +42.3% | -53.0% | -18.0% |
| 3Y | +7.0% | -4.4% | +11.4% | +0.3% |
| 5Y | +22.6% | -26.4% | +49.0% | +18.7% |
| 10Y | +166.5% | +106.3% | +60.3% | +105.9% |
| All | +652.7% | +2,243.5% | -1,590.8% | +354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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