+383.2%
EBAY vs HWM
+1,258.6%
-875.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | -0.9% | +7.3% | -8.1% | -2.0% |
| 30D | +3.5% | +1.6% | +1.9% | +2.9% |
| 3M | +16.0% | -21.9% | +37.8% | +20.0% |
| 6M | +7.6% | -19.0% | +26.7% | +10.5% |
| YTD | +40.1% | +7.9% | +32.2% | +36.4% |
| 1Y | +45.0% | +9.9% | +35.1% | +40.7% |
| 3Y | +228.1% | +342.1% | -114.0% | +139.6% |
| 5Y | +78.6% | +600.8% | -522.1% | +19.5% |
| 10Y | +378.8% | +1,493.8% | -1,115.0% | +166.2% |
| All | +383.2% | +1,258.6% | -875.5% | +168.4% |
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