+205.0%
HD vs PYPL
+39.1%
+165.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.4% |
| 7D | -1.2% | +1.7% | -2.9% | -1.7% |
| 30D | -11.1% | -9.7% | -1.4% | -9.0% |
| 3M | +2.0% | +29.2% | -27.2% | -6.1% |
| 6M | -10.5% | +13.9% | -24.3% | -14.9% |
| YTD | -6.9% | -8.1% | +1.2% | -6.9% |
| 1Y | -23.2% | -21.4% | -1.8% | -20.0% |
| 3Y | +3.1% | -11.8% | +14.9% | +0.1% |
| 5Y | +7.4% | -81.1% | +88.5% | +64.3% |
| 10Y | +205.0% | +36.9% | +168.1% | +137.2% |
| All | +205.0% | +39.1% | +165.9% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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