+63.8%
PYPL vs HAL
+0.1%
+63.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.2% | +0.5% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | +6.1% | +1.0% | +5.1% | +5.7% |
| 3M | +1.1% | -2.1% | +3.2% | +1.1% |
| 6M | +32.7% | -17.5% | +50.2% | +37.0% |
| YTD | +2.8% | +18.1% | -15.4% | -2.4% |
| 1Y | -10.8% | +19.7% | -30.5% | -15.6% |
| 3Y | +9.8% | -7.9% | +17.7% | +7.4% |
| 5Y | -70.2% | +53.1% | -123.3% | -74.8% |
| 10Y | +50.1% | -16.8% | +66.8% | +20.4% |
| All | +63.8% | +0.1% | +63.7% | +15.9% |
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