-11.8%
PYPL vs HIG
+99.1%
-110.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.3% | -2.6% |
| 7D | +1.7% | -1.1% | +2.8% | +2.2% |
| 30D | -9.7% | -4.9% | -4.8% | -8.2% |
| 3M | +29.2% | +6.8% | +22.4% | +25.9% |
| 6M | +13.9% | -1.7% | +15.6% | +14.2% |
| YTD | -8.1% | -0.2% | -7.9% | -8.7% |
| 1Y | -21.4% | +5.7% | -27.1% | -24.0% |
| 3Y | -11.8% | +100.3% | -112.1% | -35.4% |
| All | -11.8% | +99.1% | -110.9% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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