+8.4%
PYPL vs HST
+87.3%
-78.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -1.1% | +3.6% | -4.7% | -2.8% |
| 30D | +3.8% | +9.9% | -6.1% | -0.8% |
| 3M | -1.3% | +12.9% | -14.2% | -6.8% |
| 6M | +29.0% | +22.9% | +6.2% | +16.2% |
| YTD | +0.7% | +52.4% | -51.7% | -19.7% |
| 1Y | -12.3% | +52.5% | -64.8% | -30.2% |
| All | +8.4% | +87.3% | -78.9% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling