-41.5%
ACHR vs HCA
+155.4%
-197.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | +4.9% | -2.8% | +7.7% | +5.5% |
| 30D | +4.3% | -2.7% | +7.0% | +4.9% |
| 3M | +1.7% | +11.5% | -9.7% | -1.8% |
| 6M | -6.9% | -24.3% | +17.4% | 0.0% |
| YTD | -22.5% | -13.6% | -8.9% | -20.4% |
| 1Y | -31.5% | -3.2% | -28.3% | -32.5% |
| 3Y | -14.4% | +50.4% | -64.8% | -30.3% |
| 5Y | -41.6% | +64.8% | -106.4% | -55.5% |
| All | -41.5% | +155.4% | -197.0% | -60.7% |
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