+51.4%
PYPL vs HBM
+252.8%
-201.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | +2.7% | -6.4% | +9.0% | +3.8% |
| 30D | -4.9% | +5.9% | -10.8% | -5.9% |
| 3M | +28.9% | -8.9% | +37.8% | +29.6% |
| 6M | +18.2% | +10.7% | +7.6% | +13.7% |
| YTD | -5.0% | +38.3% | -43.3% | -13.3% |
| 1Y | -18.8% | +121.3% | -140.2% | -32.5% |
| 3Y | -12.6% | +450.6% | -463.2% | -40.4% |
| 5Y | -80.8% | +338.0% | -418.8% | -86.9% |
| 10Y | +49.9% | +578.6% | -528.7% | -16.2% |
| All | +51.4% | +252.8% | -201.5% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling