+60.6%
PYPL vs HBM
+178.2%
-117.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -1.1% | +5.1% | -6.2% | -2.0% |
| 30D | +3.8% | -15.8% | +19.6% | +6.6% |
| 3M | -1.3% | -22.4% | +21.1% | +2.4% |
| 6M | +29.0% | -20.2% | +49.3% | +31.7% |
| YTD | +0.7% | +9.0% | -8.3% | -4.7% |
| 1Y | -12.3% | +27.4% | -39.6% | -19.6% |
| 3Y | +7.6% | +424.2% | -416.6% | -26.3% |
| 5Y | -71.7% | +196.1% | -267.8% | -79.4% |
| 10Y | +47.1% | +285.4% | -238.3% | -11.6% |
| All | +60.6% | +178.2% | -117.6% | -4.8% |
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