+386.2%
ACN vs HCA
+1,648.5%
-1,262.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -1.5% | -3.1% | +1.5% | -0.7% |
| 30D | +9.4% | -1.1% | +10.5% | +9.7% |
| 3M | +5.6% | +12.2% | -6.5% | +2.4% |
| 6M | -9.3% | -25.3% | +16.1% | -2.0% |
| YTD | -29.0% | -12.9% | -16.0% | -26.9% |
| 1Y | -24.7% | -0.9% | -23.7% | -25.4% |
| 3Y | -39.8% | +47.6% | -87.5% | -47.8% |
| 5Y | -40.9% | +67.0% | -107.9% | -51.5% |
| 10Y | +91.1% | +471.4% | -380.3% | +9.5% |
| All | +386.2% | +1,648.5% | -1,262.3% | +97.1% |
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