+71.4%
HCA vs ACGL
+154.0%
-82.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.8% |
| 7D | +4.9% | -2.1% | +7.0% | +5.7% |
| 30D | +1.9% | -2.2% | +4.1% | +2.7% |
| 3M | +12.7% | +6.3% | +6.4% | +10.4% |
| 6M | -22.3% | +0.5% | -22.9% | -22.6% |
| YTD | -9.3% | +0.2% | -9.5% | -9.7% |
| 1Y | +2.7% | +7.3% | -4.5% | -0.2% |
| 3Y | +57.8% | +30.8% | +27.0% | +38.2% |
| All | +71.4% | +154.0% | -82.7% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling