+2,101.5%
HCA vs ACGL
+1,047.8%
+1,053.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.9% | -1.4% | +0.5% | -0.2% |
| 30D | +10.3% | +12.4% | -2.0% | +4.2% |
| 3M | +23.2% | +11.1% | +12.1% | +16.9% |
| 6M | +19.1% | +16.3% | +2.8% | +10.4% |
| YTD | +9.0% | +13.8% | -4.8% | +1.6% |
| 1Y | +10.2% | +20.4% | -10.2% | -0.1% |
| 3Y | +122.4% | +33.6% | +88.8% | +85.2% |
| 5Y | +116.3% | +176.8% | -60.6% | +17.0% |
| 10Y | +686.6% | +324.6% | +362.0% | +222.0% |
| All | +2,101.5% | +1,047.8% | +1,053.7% | +368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling