-12.8%
PYPL vs HST
+68.9%
-81.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | +2.7% | -1.0% | +3.7% | +3.2% |
| 30D | -4.9% | -12.3% | +7.4% | +0.9% |
| 3M | +28.9% | -6.4% | +35.2% | +32.3% |
| 6M | +18.2% | +15.0% | +3.2% | +8.9% |
| YTD | -5.0% | +30.5% | -35.5% | -19.0% |
| 1Y | -18.8% | +35.7% | -54.5% | -32.6% |
| All | -12.8% | +68.9% | -81.7% | -41.6% |
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