+9.0%
HCA vs ACI
-18.4%
+27.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.5% | +6.8% | +10.1% |
| 7D | +10.2% | +4.5% | +5.8% | +10.0% |
| 30D | +17.4% | +20.9% | -3.4% | +16.4% |
| 3M | +27.7% | +15.2% | +12.4% | +26.7% |
| 6M | +20.0% | -13.3% | +33.3% | +19.6% |
| YTD | +10.0% | -16.2% | +26.2% | +7.9% |
| 1Y | +9.0% | -16.9% | +25.9% | +6.8% |
| All | +9.0% | -18.4% | +27.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling