+40.1%
PYPL vs HRB
+209.1%
-169.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | -2.3% | -8.0% | +5.8% | -0.4% |
| 30D | -9.0% | -16.0% | +6.9% | -5.4% |
| 3M | +30.6% | +26.9% | +3.7% | +23.0% |
| 6M | +18.6% | +51.1% | -32.6% | +6.2% |
| YTD | -7.2% | +7.1% | -14.2% | -9.9% |
| 1Y | -19.3% | -9.6% | -9.6% | -18.7% |
| 3Y | -12.3% | +25.4% | -37.7% | -19.2% |
| 5Y | -80.9% | +114.9% | -195.8% | -84.5% |
| All | +40.1% | +209.1% | -169.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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