+30.7%
HD vs PYPL
+10.1%
+20.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | +18.0% | +5.7% | +12.3% | +16.9% |
| 3M | +2.8% | -1.9% | +4.7% | +2.8% |
| 6M | +17.0% | +31.8% | -14.8% | +10.4% |
| YTD | +3.5% | +2.4% | +1.1% | +1.9% |
| 1Y | -2.6% | -8.2% | +5.7% | -1.8% |
| 3Y | +30.7% | +10.2% | +20.5% | +19.6% |
| All | +30.7% | +10.1% | +20.6% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling