+39.0%
PYPL vs HON
+136.7%
-97.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +3.0% |
| 7D | -5.9% | -2.6% | -3.3% | -4.5% |
| 30D | -9.4% | -11.9% | +2.5% | -2.3% |
| 3M | +31.3% | -6.1% | +37.4% | +34.7% |
| 6M | +19.1% | -19.2% | +38.3% | +33.6% |
| YTD | -7.9% | +0.2% | -8.0% | -10.6% |
| 1Y | -17.9% | -1.5% | -16.4% | -19.6% |
| 3Y | -11.6% | +17.9% | -29.5% | -23.6% |
| 5Y | -81.0% | +1.9% | -83.0% | -82.2% |
| All | +39.0% | +136.7% | -97.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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