-11.8%
PYPL vs HBM
+522.1%
-533.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.8% | -9.0% | -4.2% |
| 7D | +1.7% | +7.4% | -5.6% | +0.5% |
| 30D | -9.7% | +5.1% | -14.8% | -10.6% |
| 3M | +29.2% | +11.1% | +18.1% | +26.2% |
| 6M | +13.9% | +30.2% | -16.3% | +6.7% |
| YTD | -8.1% | +46.2% | -54.3% | -17.9% |
| 1Y | -21.4% | +120.0% | -141.4% | -37.4% |
| 3Y | -11.8% | +527.4% | -539.2% | -53.7% |
| All | -11.8% | +522.1% | -533.9% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling