+340.8%
HPE vs PYPL
-81.3%
+422.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.2% | -8.4% | -6.7% |
| 7D | +1.4% | -5.9% | +7.4% | +2.7% |
| 30D | +1.5% | -9.4% | +11.0% | +3.6% |
| 3M | +21.7% | +31.3% | -9.6% | +12.4% |
| 6M | +164.2% | +19.1% | +145.1% | +149.1% |
| YTD | +132.1% | -7.9% | +139.9% | +132.3% |
| 1Y | +130.6% | -17.9% | +148.5% | +138.1% |
| 3Y | +244.1% | -11.6% | +255.7% | +245.1% |
| 5Y | +340.8% | -81.0% | +421.9% | +390.9% |
| All | +340.8% | -81.3% | +422.1% | +390.9% |
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