+319.7%
EBAY vs HWM
+1,301.3%
-981.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.8% |
| 7D | -0.8% | -12.5% | +11.7% | +1.3% |
| 30D | -0.6% | -19.0% | +18.4% | +2.6% |
| 3M | -1.0% | -8.6% | +7.6% | 0.0% |
| 6M | +16.3% | -10.2% | +26.4% | +17.5% |
| YTD | +21.7% | +11.3% | +10.4% | +18.3% |
| 1Y | +16.5% | +24.3% | -7.7% | +11.0% |
| 3Y | +154.2% | +382.3% | -228.1% | +83.1% |
| 5Y | +58.1% | +640.6% | -582.6% | +5.1% |
| All | +319.7% | +1,301.3% | -981.6% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HWM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling