+313.2%
EBAY vs HWM
+1,494.1%
-1,180.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -2.1% | -2.1% | 0.0% | -1.8% |
| 30D | -6.7% | -11.0% | +4.3% | -5.0% |
| 3M | -5.0% | +4.0% | -9.0% | -5.9% |
| 6M | +14.6% | -0.2% | +14.9% | +14.0% |
| YTD | +19.8% | +26.7% | -6.8% | +14.2% |
| 1Y | +12.6% | +44.7% | -32.1% | +4.7% |
| 3Y | +141.0% | +426.1% | -285.1% | +71.7% |
| 5Y | +47.5% | +738.5% | -691.0% | -3.7% |
| All | +313.2% | +1,494.1% | -1,180.9% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling