+38.8%
PYPL vs HST
+101.1%
-62.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | -11.5% | -2.8% | -8.7% | -10.6% |
| 3M | +26.1% | -6.5% | +32.6% | +28.8% |
| 6M | +13.7% | +20.7% | -7.0% | +5.9% |
| YTD | -9.8% | +30.5% | -40.3% | -18.7% |
| 1Y | -22.1% | +36.8% | -58.8% | -31.1% |
| 3Y | -13.5% | +65.9% | -79.4% | -28.8% |
| 5Y | -81.6% | +73.9% | -155.5% | -84.9% |
| 10Y | +38.8% | +107.0% | -68.3% | +11.0% |
| All | +38.8% | +101.1% | -62.3% | +11.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling