+269.4%
HPE vs PYPL
-14.5%
+283.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +5.6% |
| 7D | +13.6% | -4.3% | +18.0% | +14.8% |
| 30D | +7.7% | -11.5% | +19.2% | +10.7% |
| 3M | +22.4% | +26.1% | -3.8% | +12.8% |
| 6M | +172.6% | +13.7% | +158.9% | +158.1% |
| YTD | +147.5% | -9.8% | +157.4% | +152.1% |
| 1Y | +151.8% | -22.1% | +173.8% | +170.7% |
| All | +269.4% | -14.5% | +283.9% | +284.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling