+2,094.4%
HCA vs ACGL
+1,047.5%
+1,046.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +9.0% | +1.3% | +7.7% | +8.4% |
| 30D | +11.8% | +14.2% | -2.4% | +4.8% |
| 3M | +22.1% | +11.1% | +11.0% | +15.8% |
| 6M | +16.4% | +16.4% | 0.0% | +7.8% |
| YTD | +8.6% | +13.8% | -5.2% | +1.3% |
| 1Y | +10.6% | +21.6% | -11.0% | -0.3% |
| 3Y | +121.7% | +33.5% | +88.1% | +84.7% |
| 5Y | +114.5% | +174.8% | -60.4% | +16.5% |
| 10Y | +657.1% | +330.4% | +326.7% | +207.5% |
| All | +2,094.4% | +1,047.5% | +1,046.9% | +367.3% |
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 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