-7.5%
PAYX vs THC
+40.9%
-48.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | -4.2% | -0.7% | -3.5% | -4.2% |
| 30D | +2.9% | +1.3% | +1.6% | +2.9% |
| 3M | +23.6% | +64.2% | -40.6% | +25.4% |
| 6M | +30.0% | +8.3% | +21.8% | +28.4% |
| YTD | +12.2% | +33.4% | -21.2% | +13.0% |
| 1Y | -7.5% | +37.7% | -45.1% | -7.7% |
| All | -7.5% | +40.9% | -48.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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