+38.8%
PYPL vs HAL
+3.0%
+35.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | -11.5% | +10.9% | -22.3% | -13.3% |
| 3M | +26.1% | -5.8% | +32.0% | +27.2% |
| 6M | +13.7% | +8.1% | +5.6% | +11.0% |
| YTD | -9.8% | +33.2% | -43.0% | -16.0% |
| 1Y | -22.1% | +74.2% | -96.2% | -31.6% |
| 3Y | -13.5% | -3.7% | -9.8% | -16.0% |
| 5Y | -81.6% | +111.9% | -193.5% | -85.3% |
| 10Y | +38.8% | +7.4% | +31.4% | +4.2% |
| All | +38.8% | +3.0% | +35.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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