+257.9%
HD vs PYPL
+49.6%
+208.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | +3.6% | +2.2% | +1.4% | +3.0% |
| 30D | +21.6% | +8.1% | +13.4% | +19.0% |
| 3M | +0.1% | +1.9% | -1.8% | -0.9% |
| 6M | +13.0% | +33.1% | -20.1% | +3.1% |
| YTD | +4.9% | +3.8% | +1.2% | +1.4% |
| 1Y | -2.1% | -8.3% | +6.2% | -1.8% |
| 3Y | +32.6% | +11.9% | +20.7% | +20.1% |
| 5Y | +8.2% | -70.4% | +78.7% | +42.7% |
| 10Y | +257.9% | +47.2% | +210.7% | +166.7% |
| All | +257.9% | +49.6% | +208.4% | +166.7% |
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