+499.7%
HCA vs ACGL
+270.1%
+229.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | +4.9% | -2.1% | +7.0% | +6.0% |
| 30D | +1.9% | -2.2% | +4.1% | +2.9% |
| 3M | +12.7% | +6.3% | +6.4% | +9.5% |
| 6M | -22.3% | +0.5% | -22.9% | -22.7% |
| YTD | -9.3% | +0.2% | -9.5% | -9.9% |
| 1Y | +2.7% | +7.3% | -4.5% | -1.5% |
| 3Y | +57.8% | +30.8% | +27.0% | +32.3% |
| 5Y | +70.3% | +155.8% | -85.4% | -3.5% |
| 10Y | +499.7% | +276.3% | +223.3% | +196.1% |
| All | +499.7% | +270.1% | +229.5% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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