+276.2%
HPE vs PYPL
-71.8%
+348.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.1% |
| 7D | +7.9% | +0.1% | +7.8% | +7.8% |
| 30D | -23.5% | +5.7% | -29.2% | -24.5% |
| 3M | -19.1% | -1.9% | -17.1% | -19.1% |
| 6M | +51.4% | +31.8% | +19.6% | +39.5% |
| YTD | +103.4% | +2.4% | +101.0% | +98.3% |
| 1Y | +114.4% | -8.2% | +122.6% | +115.6% |
| 3Y | +224.7% | +10.2% | +214.5% | +208.7% |
| All | +276.2% | -71.8% | +348.0% | +341.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling