+63.8%
PYPL vs HON
+200.1%
-136.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | +6.1% | +8.6% | -2.5% | +0.7% |
| 3M | +1.1% | -0.8% | +1.8% | +1.2% |
| 6M | +32.7% | -0.1% | +32.8% | +30.7% |
| YTD | +2.8% | +12.8% | -10.0% | -7.6% |
| 1Y | -10.8% | +10.4% | -21.2% | -18.7% |
| 3Y | +9.8% | +30.5% | -20.7% | -11.3% |
| 5Y | -70.2% | +15.0% | -85.2% | -74.0% |
| 10Y | +50.1% | +160.5% | -110.4% | -28.5% |
| All | +63.8% | +200.1% | -136.3% | -29.0% |
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