-14.8%
PYPL vs HCA
+57.7%
-72.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -2.8% |
| 7D | -4.3% | +4.9% | -9.3% | -5.2% |
| 30D | -11.5% | +1.9% | -13.3% | -11.8% |
| 3M | +26.1% | +12.7% | +13.4% | +23.1% |
| 6M | +13.7% | -22.3% | +36.0% | +17.5% |
| YTD | -9.8% | -9.3% | -0.5% | -9.6% |
| 1Y | -22.1% | +2.7% | -24.8% | -24.0% |
| All | -14.8% | +57.7% | -72.5% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling