+43.7%
PYPL vs HLT
+473.4%
-429.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.3% |
| 7D | -4.3% | -1.5% | -2.9% | -3.6% |
| 30D | -11.5% | -1.2% | -10.2% | -10.9% |
| 3M | +26.1% | -10.3% | +36.5% | +32.5% |
| 6M | +13.7% | +1.3% | +12.4% | +12.1% |
| YTD | -9.8% | +7.0% | -16.9% | -13.9% |
| 1Y | -22.1% | +11.9% | -33.9% | -27.4% |
| 3Y | -13.5% | +100.7% | -114.2% | -39.8% |
| 5Y | -81.6% | +147.5% | -229.1% | -88.3% |
| 10Y | +38.8% | +586.5% | -547.7% | -43.9% |
| All | +43.7% | +473.4% | -429.7% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling