+63.3%
PYPL vs HON
+194.2%
-130.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +0.1% | +1.4% | -1.3% | -0.8% |
| 30D | +5.7% | +7.5% | -1.8% | +1.0% |
| 3M | -1.9% | -4.3% | +2.4% | +0.5% |
| 6M | +31.8% | -1.5% | +33.4% | +31.0% |
| YTD | +2.4% | +10.5% | -8.1% | -6.8% |
| 1Y | -8.2% | +8.5% | -16.8% | -15.5% |
| 3Y | +10.2% | +28.0% | -17.8% | -10.0% |
| 5Y | -71.2% | +12.0% | -83.2% | -74.5% |
| 10Y | +49.6% | +155.4% | -105.8% | -27.8% |
| All | +63.3% | +194.2% | -130.9% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling