+277.5%
HD vs PYPL
+46.2%
+231.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +1.8% |
| 7D | -2.1% | +2.7% | -4.7% | -2.8% |
| 30D | -8.4% | -4.9% | -3.5% | -7.6% |
| 3M | +4.3% | +28.9% | -24.5% | -3.8% |
| 6M | -11.1% | +18.2% | -29.4% | -16.4% |
| YTD | -4.7% | -5.0% | +0.4% | -5.6% |
| 1Y | -19.8% | -18.8% | -1.0% | -17.3% |
| 3Y | +4.1% | -12.6% | +16.7% | +1.6% |
| 5Y | +10.3% | -80.8% | +91.1% | +65.7% |
| 10Y | +203.2% | +49.9% | +153.2% | +120.9% |
| All | +277.5% | +46.2% | +231.2% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling