+54.4%
PYPL vs HL
+132.4%
-77.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.9% |
| 7D | +0.1% | -11.1% | +11.2% | +1.5% |
| 30D | +5.7% | -12.1% | +17.7% | +7.2% |
| 3M | -1.9% | -26.1% | +24.2% | +1.4% |
| 6M | +31.8% | -37.7% | +69.6% | +38.3% |
| YTD | +2.4% | -31.7% | +34.1% | +4.3% |
| 1Y | -8.2% | -11.6% | +3.4% | -10.0% |
| 3Y | +10.2% | +249.6% | -239.4% | -15.0% |
| 5Y | -71.2% | +108.5% | -179.7% | -77.0% |
| All | +54.4% | +132.4% | -77.9% | +7.4% |
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