+60.6%
PYPL vs HST
+102.1%
-41.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -1.1% | +3.6% | -4.7% | -2.4% |
| 30D | +3.8% | +9.9% | -6.1% | +0.3% |
| 3M | -1.3% | +12.9% | -14.2% | -5.5% |
| 6M | +29.0% | +22.9% | +6.2% | +19.5% |
| YTD | +0.7% | +52.4% | -51.7% | -14.1% |
| 1Y | -12.3% | +52.5% | -64.8% | -25.3% |
| 3Y | +7.6% | +87.4% | -79.8% | -15.4% |
| 5Y | -71.7% | +82.9% | -154.6% | -77.6% |
| 10Y | +47.1% | +134.8% | -87.7% | +2.4% |
| All | +60.6% | +102.1% | -41.6% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling