-32.7%
PYPL vs HUT
+455.5%
-488.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -3.9% |
| 7D | +1.7% | +28.3% | -26.5% | -0.9% |
| 30D | -9.7% | +12.3% | -22.1% | -11.0% |
| 3M | +29.2% | -16.8% | +46.0% | +30.0% |
| 6M | +13.9% | +111.4% | -97.5% | +2.4% |
| YTD | -8.1% | +116.6% | -124.7% | -18.6% |
| 1Y | -21.4% | +290.5% | -311.8% | -36.0% |
| 3Y | -11.8% | +792.3% | -804.1% | -40.3% |
| 5Y | -81.1% | +94.1% | -175.3% | -86.6% |
| All | -32.7% | +455.5% | -488.2% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling