+313.6%
EBAY vs HWM
+1,330.2%
-1,016.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -3.0% | -8.0% | +5.1% | -1.8% |
| 30D | -3.6% | -18.0% | +14.4% | -0.7% |
| 3M | -4.4% | -9.5% | +5.0% | -3.3% |
| 6M | +12.1% | -8.4% | +20.4% | +12.9% |
| YTD | +19.9% | +13.6% | +6.3% | +16.2% |
| 1Y | +13.4% | +30.2% | -16.9% | +7.2% |
| 3Y | +150.5% | +392.2% | -241.7% | +79.9% |
| 5Y | +54.8% | +645.2% | -590.4% | +2.9% |
| All | +313.6% | +1,330.2% | -1,016.6% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling