+44.8%
PYPL vs HWM
+1,278.2%
-1,233.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.6% |
| 7D | -1.2% | +5.0% | -6.2% | -2.6% |
| 30D | +6.1% | +1.5% | +4.6% | +5.1% |
| 3M | +1.1% | -20.3% | +21.4% | +6.9% |
| 6M | +32.7% | -18.0% | +50.8% | +38.7% |
| YTD | +2.8% | +9.5% | -6.7% | -2.4% |
| 1Y | -10.8% | +7.5% | -18.2% | -14.9% |
| 3Y | +9.8% | +355.7% | -345.8% | -32.4% |
| 5Y | -70.2% | +610.2% | -680.4% | -83.8% |
| 10Y | +50.1% | +1,516.8% | -1,466.7% | -35.4% |
| All | +44.8% | +1,278.2% | -1,233.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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