+46.5%
PYPL vs HCA
+382.0%
-335.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +1.7% | -2.8% | +4.5% | +2.6% |
| 30D | -9.7% | -2.7% | -7.0% | -9.1% |
| 3M | +29.2% | +11.5% | +17.7% | +24.6% |
| 6M | +13.9% | -24.3% | +38.2% | +23.1% |
| YTD | -8.1% | -13.6% | +5.5% | -5.2% |
| 1Y | -21.4% | -3.2% | -18.2% | -22.0% |
| 3Y | -11.8% | +50.4% | -62.2% | -26.0% |
| 5Y | -81.1% | +64.8% | -145.9% | -85.1% |
| 10Y | +36.9% | +456.5% | -419.6% | -31.7% |
| All | +46.5% | +382.0% | -335.5% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling