+621.7%
HPE vs PYPL
+61.4%
+560.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.4% | -3.6% |
| 7D | -0.6% | +2.7% | -3.3% | -1.3% |
| 30D | -2.3% | -4.9% | +2.6% | -1.1% |
| 3M | -2.9% | +28.9% | -31.7% | -11.0% |
| 6M | +143.6% | +18.2% | +125.3% | +127.7% |
| YTD | +118.5% | -5.0% | +123.5% | +116.1% |
| 1Y | +129.2% | -18.8% | +148.0% | +137.5% |
| 3Y | +212.5% | -12.6% | +225.1% | +210.3% |
| 5Y | +286.9% | -80.8% | +367.7% | +479.5% |
| 10Y | +432.3% | +49.9% | +382.4% | +222.6% |
| All | +621.7% | +61.4% | +560.3% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling