-14.8%
PYPL vs HL
+418.2%
-433.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.1% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | -11.5% | +18.8% | -30.3% | -12.8% |
| 3M | +26.1% | +43.7% | -17.6% | +21.9% |
| 6M | +13.7% | -1.0% | +14.7% | +13.0% |
| YTD | -9.8% | +8.7% | -18.6% | -12.4% |
| 1Y | -22.1% | +105.0% | -127.1% | -30.7% |
| All | -14.8% | +418.2% | -433.0% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling