-19.0%
PYPL vs THC
+40.9%
-59.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.5% |
| 30D | -5.1% | +1.3% | -6.4% | -5.3% |
| 3M | +28.6% | +64.2% | -35.7% | +24.2% |
| 6M | +17.9% | +8.3% | +9.7% | +13.5% |
| YTD | -5.3% | +33.4% | -38.6% | -7.3% |
| 1Y | -19.0% | +37.7% | -56.7% | -23.2% |
| All | -19.0% | +40.9% | -59.9% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling