+36.1%
PYPL vs HBM
+681.5%
-645.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -4.3% | +5.5% | -9.9% | -5.4% |
| 30D | -11.5% | +3.3% | -14.7% | -12.1% |
| 3M | +26.1% | +12.7% | +13.5% | +22.0% |
| 6M | +13.7% | +28.2% | -14.5% | +5.8% |
| YTD | -9.8% | +45.3% | -55.2% | -19.4% |
| 1Y | -22.1% | +121.7% | -143.8% | -36.7% |
| 3Y | -13.5% | +523.5% | -537.0% | -45.3% |
| 5Y | -81.6% | +393.9% | -475.5% | -88.3% |
| All | +36.1% | +681.5% | -645.5% | -27.9% |
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