+50.1%
PYPL vs HBM
+274.8%
-224.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | +6.1% | -14.8% | +20.9% | +9.1% |
| 3M | +1.1% | -20.7% | +21.8% | +4.9% |
| 6M | +32.7% | -13.9% | +46.7% | +33.6% |
| YTD | +2.8% | +10.6% | -7.8% | -3.9% |
| 1Y | -10.8% | +32.4% | -43.1% | -19.9% |
| 3Y | +9.8% | +432.0% | -422.2% | -29.4% |
| 5Y | -70.2% | +205.5% | -275.7% | -79.6% |
| 10Y | +50.1% | +291.1% | -241.1% | -18.5% |
| All | +50.1% | +274.8% | -224.8% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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