+303.8%
HD vs PYPL
+57.6%
+246.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +4.3% | +3.9% | +0.4% | +3.3% |
| 30D | +20.2% | +7.8% | +12.4% | +17.8% |
| 3M | -1.0% | -0.7% | -0.3% | -1.3% |
| 6M | +7.9% | +28.8% | -20.9% | -0.6% |
| YTD | +2.0% | +2.4% | -0.4% | -1.1% |
| 1Y | -4.3% | -9.6% | +5.3% | -3.7% |
| 3Y | +25.9% | +9.7% | +16.3% | +15.0% |
| 5Y | +5.8% | -73.5% | +79.3% | +42.8% |
| 10Y | +262.5% | +46.5% | +216.1% | +165.9% |
| All | +303.8% | +57.6% | +246.2% | +180.0% |
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