-81.0%
PYPL vs HCA
+69.0%
-150.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.9% | +2.9% | -8.9% | -6.8% |
| 30D | -9.4% | +2.4% | -11.8% | -10.2% |
| 3M | +31.3% | +13.0% | +18.3% | +26.1% |
| 6M | +19.1% | -21.4% | +40.5% | +27.0% |
| YTD | -7.9% | -9.5% | +1.6% | -6.6% |
| 1Y | -17.9% | +7.5% | -25.4% | -21.7% |
| 3Y | -11.6% | +57.6% | -69.2% | -29.3% |
| 5Y | -81.0% | +71.1% | -152.2% | -86.8% |
| All | -81.0% | +69.0% | -150.1% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling