+388.5%
EBAY vs HWM
+1,503.5%
-1,115.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -2.6% | +11.1% | -13.7% | -4.3% |
| 30D | +3.2% | +3.0% | +0.2% | +2.4% |
| 3M | +17.8% | -20.7% | +38.5% | +21.6% |
| 6M | +9.5% | -17.2% | +26.7% | +12.0% |
| YTD | +39.2% | +9.1% | +30.1% | +35.2% |
| 1Y | +38.6% | +9.0% | +29.6% | +34.6% |
| 3Y | +216.8% | +353.8% | -137.0% | +129.8% |
| 5Y | +77.5% | +608.0% | -530.6% | +18.3% |
| All | +388.5% | +1,503.5% | -1,115.1% | +163.2% |
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