+39.0%
PYPL vs HL
+278.2%
-239.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.2% | +2.7% |
| 7D | -5.9% | -5.6% | -0.3% | -5.3% |
| 30D | -9.4% | +12.7% | -22.2% | -10.8% |
| 3M | +31.3% | +42.5% | -11.2% | +25.1% |
| 6M | +19.1% | -9.0% | +28.1% | +19.2% |
| YTD | -7.9% | +4.4% | -12.3% | -10.7% |
| 1Y | -17.9% | +82.7% | -100.5% | -27.0% |
| 3Y | -11.6% | +406.3% | -417.9% | -34.5% |
| 5Y | -81.0% | +238.2% | -319.2% | -85.7% |
| All | +39.0% | +278.2% | -239.2% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling