+563.1%
HPE vs PYPL
+44.3%
+518.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.8% | +11.7% | +12.2% |
| 7D | +19.4% | -2.3% | +21.7% | +20.0% |
| 30D | +5.6% | -9.0% | +14.6% | +8.0% |
| 3M | +33.1% | +30.6% | +2.5% | +21.4% |
| 6M | +192.5% | +18.6% | +173.9% | +173.3% |
| YTD | +160.9% | -7.2% | +168.1% | +159.5% |
| 1Y | +155.0% | -19.3% | +174.2% | +164.1% |
| 3Y | +289.4% | -12.3% | +301.7% | +286.3% |
| 5Y | +395.7% | -80.9% | +476.6% | +630.1% |
| All | +563.1% | +44.3% | +518.8% | +389.3% |
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 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