-71.8%
PYPL vs HST
+82.3%
-154.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.1% | +3.6% | -3.5% | -1.9% |
| 30D | +5.7% | +11.2% | -5.5% | -0.7% |
| 3M | -1.9% | +13.1% | -15.0% | -8.7% |
| 6M | +31.8% | +23.9% | +7.9% | +15.6% |
| YTD | +2.4% | +52.3% | -49.8% | -21.4% |
| 1Y | -8.2% | +56.7% | -64.9% | -30.9% |
| 3Y | +10.2% | +87.5% | -77.3% | -28.1% |
| All | -71.8% | +82.3% | -154.1% | -81.8% |
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