+650.3%
HCA vs ACGL
+324.4%
+325.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | +0.8% | +2.2% | -1.4% | -0.2% |
| 30D | +6.1% | +12.3% | -6.2% | +0.4% |
| 3M | +21.4% | +11.8% | +9.6% | +15.1% |
| 6M | +17.2% | +17.5% | -0.3% | +8.3% |
| YTD | +7.5% | +14.3% | -6.8% | +0.2% |
| 1Y | +6.2% | +18.2% | -12.0% | -2.6% |
| 3Y | +122.0% | +33.2% | +88.9% | +86.3% |
| 5Y | +112.2% | +174.3% | -62.1% | +16.4% |
| All | +650.3% | +324.4% | +325.9% | +229.9% |
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