+10.8%
HD vs PYPL
-80.9%
+91.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +1.5% |
| 7D | -2.1% | +2.7% | -4.7% | -2.6% |
| 30D | -8.4% | -4.9% | -3.5% | -7.8% |
| 3M | +4.3% | +28.9% | -24.5% | -1.7% |
| 6M | -11.1% | +18.2% | -29.4% | -15.0% |
| YTD | -4.7% | -5.0% | +0.4% | -5.2% |
| 1Y | -19.8% | -18.8% | -1.0% | -17.7% |
| 3Y | +4.1% | -12.6% | +16.7% | +2.4% |
| All | +10.8% | -80.9% | +91.6% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling