+51.4%
PYPL vs HIG
+302.5%
-251.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.6% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -4.9% | -3.2% | -1.7% | -3.9% |
| 3M | +28.9% | +9.1% | +19.7% | +24.8% |
| 6M | +18.2% | -1.8% | +20.0% | +18.5% |
| YTD | -5.0% | +1.8% | -6.8% | -6.2% |
| 1Y | -18.8% | +4.6% | -23.4% | -20.7% |
| 3Y | -12.6% | +101.6% | -114.2% | -32.1% |
| 5Y | -80.8% | +124.5% | -205.3% | -85.7% |
| 10Y | +49.9% | +317.8% | -267.9% | -16.0% |
| All | +51.4% | +302.5% | -251.2% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling