-71.8%
PYPL vs HCA
+111.8%
-183.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.1% | +0.8% | -0.8% | -0.2% |
| 30D | +5.7% | +6.1% | -0.4% | +3.6% |
| 3M | -1.9% | +21.4% | -23.3% | -7.9% |
| 6M | +31.8% | +17.2% | +14.6% | +24.6% |
| YTD | +2.4% | +7.5% | -5.0% | -1.6% |
| 1Y | -8.2% | +6.2% | -14.4% | -11.6% |
| 3Y | +10.2% | +122.0% | -111.8% | -23.1% |
| All | -71.8% | +111.8% | -183.6% | -81.8% |
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