+63.2%
PYPL vs HAS
+130.0%
-66.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | +7.8% | +31.0% | -23.2% | -2.5% |
| 3M | -0.7% | +30.7% | -31.3% | -10.1% |
| 6M | +28.8% | +23.9% | +4.9% | +18.1% |
| YTD | +2.4% | +48.3% | -45.9% | -13.1% |
| 1Y | -9.6% | +60.2% | -69.8% | -25.5% |
| 3Y | +9.7% | +189.2% | -179.5% | -29.0% |
| 5Y | -73.5% | +50.4% | -123.9% | -78.5% |
| 10Y | +46.5% | +104.2% | -57.7% | -4.2% |
| All | +63.2% | +130.0% | -66.8% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling