+50.1%
PYPL vs HST
+143.8%
-93.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | +6.1% | +13.4% | -7.2% | +1.4% |
| 3M | +1.1% | +16.7% | -15.6% | -4.4% |
| 6M | +32.7% | +24.0% | +8.7% | +22.5% |
| YTD | +2.8% | +54.0% | -51.2% | -12.7% |
| 1Y | -10.8% | +55.0% | -65.8% | -24.4% |
| 3Y | +9.8% | +89.3% | -79.5% | -14.0% |
| 5Y | -70.2% | +85.4% | -155.7% | -76.5% |
| 10Y | +50.1% | +137.1% | -87.1% | +18.0% |
| All | +50.1% | +143.8% | -93.7% | +18.0% |
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 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