+63.3%
PYPL vs HCA
+499.4%
-436.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 6M | +31.8% | +17.2% | +14.6% | +24.6% |
| YTD | +2.4% | +7.5% | -5.0% | -1.4% |
| 1Y | -8.2% | +6.2% | -14.4% | -11.4% |
| 3Y | +10.2% | +122.0% | -111.8% | -18.4% |
| 5Y | -71.2% | +112.2% | -183.4% | -78.9% |
| 10Y | +49.6% | +675.7% | -626.2% | -32.8% |
| All | +63.3% | +499.4% | -436.1% | -12.1% |
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 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