+46.9%
PYPL vs HAS
+102.6%
-55.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.4% |
| 7D | +1.0% | +3.3% | -2.3% | -0.2% |
| 30D | +5.9% | +30.5% | -24.7% | -4.1% |
| 3M | -0.2% | +29.9% | -30.1% | -9.5% |
| 6M | +30.3% | +26.5% | +3.8% | +18.7% |
| YTD | +1.6% | +51.9% | -50.4% | -14.3% |
| 1Y | -10.3% | +60.9% | -71.2% | -26.0% |
| 3Y | +8.5% | +215.0% | -206.5% | -31.5% |
| 5Y | -71.0% | +51.5% | -122.5% | -76.5% |
| 10Y | +46.9% | +102.2% | -55.3% | +1.3% |
| All | +46.9% | +102.6% | -55.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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