-19.0%
PYPL vs HST
+38.1%
-57.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.3% |
| 7D | +2.4% | -1.0% | +3.5% | +2.5% |
| 30D | -5.1% | -12.3% | +7.1% | -4.0% |
| 3M | +28.6% | -6.4% | +34.9% | +28.9% |
| 6M | +17.9% | +15.0% | +2.9% | +15.2% |
| YTD | -5.3% | +30.5% | -35.8% | -8.5% |
| 1Y | -19.0% | +35.7% | -54.7% | -22.4% |
| All | -19.0% | +38.1% | -57.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling