+41.5%
PYPL vs HST
+101.4%
-59.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +1.7% | +2.0% | -0.2% | +1.1% |
| 30D | -9.7% | -5.2% | -4.5% | -8.1% |
| 3M | +29.2% | -6.2% | +35.4% | +31.9% |
| 6M | +13.9% | +20.4% | -6.6% | +6.1% |
| YTD | -8.1% | +30.6% | -38.7% | -17.1% |
| 1Y | -21.4% | +37.4% | -58.7% | -30.6% |
| 3Y | -11.8% | +66.1% | -77.9% | -27.4% |
| 5Y | -81.1% | +73.7% | -154.9% | -84.6% |
| All | +41.5% | +101.4% | -59.9% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling