+40.1%
PYPL vs HLT
+590.2%
-550.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.3% | -1.6% | -0.7% | -1.5% |
| 30D | -9.0% | -5.0% | -4.0% | -6.7% |
| 3M | +30.6% | -10.4% | +41.0% | +37.4% |
| 6M | +18.6% | +3.2% | +15.3% | +15.7% |
| YTD | -7.2% | +6.7% | -13.9% | -11.3% |
| 1Y | -19.3% | +10.3% | -29.5% | -24.5% |
| 3Y | -12.3% | +99.3% | -111.6% | -39.5% |
| 5Y | -80.9% | +143.7% | -224.6% | -88.0% |
| All | +40.1% | +590.2% | -550.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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