-81.0%
PYPL vs HST
+74.0%
-155.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | +2.7% | -1.0% | +3.7% | +3.3% |
| 30D | -4.9% | -12.3% | +7.4% | +1.9% |
| 3M | +28.9% | -6.4% | +35.2% | +33.0% |
| 6M | +18.2% | +15.0% | +3.2% | +7.9% |
| YTD | -5.0% | +30.5% | -35.5% | -20.1% |
| 1Y | -18.8% | +35.7% | -54.5% | -33.8% |
| 3Y | -12.6% | +68.4% | -81.0% | -39.2% |
| All | -81.0% | +74.0% | -155.0% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling