-71.0%
PYPL vs HBM
+215.2%
-286.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.4% |
| 7D | +1.0% | +2.4% | -1.4% | +0.4% |
| 30D | +5.9% | -16.0% | +21.8% | +9.1% |
| 3M | -0.2% | -21.3% | +21.1% | +3.8% |
| 6M | +30.3% | -12.2% | +42.5% | +30.6% |
| YTD | +1.6% | +10.7% | -9.1% | -6.1% |
| 1Y | -10.3% | +30.3% | -40.6% | -20.7% |
| 3Y | +8.5% | +432.2% | -423.7% | -36.8% |
| 5Y | -71.0% | +218.8% | -289.8% | -81.4% |
| All | -71.0% | +215.2% | -286.1% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling