-81.6%
PYPL vs HUBB
+148.7%
-230.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.0% |
| 7D | -4.3% | +1.1% | -5.4% | -4.8% |
| 30D | -11.5% | -9.6% | -1.9% | -7.6% |
| 3M | +26.1% | -6.2% | +32.3% | +28.0% |
| 6M | +13.7% | -6.2% | +19.8% | +14.3% |
| YTD | -9.8% | +3.4% | -13.2% | -14.6% |
| 1Y | -22.1% | +5.3% | -27.4% | -27.2% |
| 3Y | -13.5% | +44.4% | -57.8% | -34.7% |
| 5Y | -81.6% | +152.4% | -234.0% | -91.4% |
| All | -81.6% | +148.7% | -230.3% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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