-19.3%
PYPL vs HCA
+8.6%
-27.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -2.3% | +5.4% | -7.7% | -2.9% |
| 30D | -9.0% | +3.0% | -12.0% | -9.4% |
| 3M | +30.6% | +13.0% | +17.6% | +28.0% |
| 6M | +18.6% | -20.3% | +38.8% | +16.8% |
| YTD | -7.2% | -8.2% | +1.1% | -9.8% |
| 1Y | -19.3% | +6.7% | -26.0% | -24.0% |
| All | -19.3% | +8.6% | -27.9% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling