-30.4%
PYPL vs HUT
+422.3%
-452.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.2% | -3.7% |
| 7D | +2.7% | +17.8% | -15.1% | +0.9% |
| 30D | -4.9% | +0.8% | -5.7% | -5.2% |
| 3M | +28.9% | -26.8% | +55.7% | +31.3% |
| 6M | +18.2% | +72.6% | -54.3% | +8.5% |
| YTD | -5.0% | +103.6% | -108.7% | -15.3% |
| 1Y | -18.8% | +265.3% | -284.1% | -33.4% |
| 3Y | -12.6% | +689.4% | -702.0% | -40.0% |
| 5Y | -80.8% | +75.3% | -156.1% | -86.2% |
| All | -30.4% | +422.3% | -452.7% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling