+370.3%
HPE vs PYPL
+48.4%
+321.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.2% |
| 7D | +7.9% | +0.1% | +7.8% | +7.8% |
| 30D | -23.5% | +5.7% | -29.2% | -24.8% |
| 3M | -19.1% | -1.9% | -17.1% | -19.1% |
| 6M | +51.4% | +31.8% | +19.6% | +37.6% |
| YTD | +103.4% | +2.4% | +101.0% | +96.4% |
| 1Y | +114.4% | -8.2% | +122.6% | +114.0% |
| 3Y | +224.7% | +10.2% | +214.5% | +201.4% |
| 5Y | +277.8% | -71.2% | +349.0% | +392.7% |
| All | +370.3% | +48.4% | +321.9% | +204.1% |
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 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