+51.4%
PYPL vs HAL
+12.7%
+38.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | +2.7% | +2.9% | -0.3% | +2.1% |
| 30D | -4.9% | +17.0% | -21.9% | -8.1% |
| 3M | +28.9% | -9.7% | +38.5% | +31.1% |
| 6M | +18.2% | +8.6% | +9.6% | +15.2% |
| YTD | -5.0% | +33.0% | -38.0% | -11.8% |
| 1Y | -18.8% | +68.3% | -87.1% | -28.7% |
| 3Y | -12.6% | +0.1% | -12.7% | -15.9% |
| 5Y | -80.8% | +102.6% | -183.4% | -84.7% |
| 10Y | +49.9% | +3.8% | +46.1% | +13.6% |
| All | +51.4% | +12.7% | +38.6% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling