+93.1%
ACN vs HCA
+511.6%
-418.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +2.9% |
| 7D | -1.5% | +5.4% | -6.9% | -3.2% |
| 30D | +2.1% | +3.0% | -0.9% | +1.0% |
| 3M | +11.1% | +13.0% | -1.9% | +7.0% |
| 6M | -6.8% | -20.3% | +13.4% | -0.6% |
| YTD | -30.0% | -8.2% | -21.8% | -29.0% |
| 1Y | -23.1% | +6.7% | -29.8% | -26.0% |
| 3Y | -40.4% | +60.4% | -100.8% | -51.0% |
| 5Y | -41.6% | +73.4% | -115.0% | -54.4% |
| All | +93.1% | +511.6% | -418.5% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling