+40.1%
PYPL vs HCA
+511.6%
-471.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -2.3% | +5.4% | -7.7% | -3.8% |
| 30D | -9.0% | +3.0% | -12.0% | -10.0% |
| 3M | +30.6% | +13.0% | +17.6% | +25.5% |
| 6M | +18.6% | -20.3% | +38.8% | +25.8% |
| YTD | -7.2% | -8.2% | +1.1% | -6.1% |
| 1Y | -19.3% | +6.7% | -26.0% | -22.2% |
| 3Y | -12.3% | +60.4% | -72.7% | -27.4% |
| 5Y | -80.9% | +73.4% | -154.3% | -85.0% |
| All | +40.1% | +511.6% | -471.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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