+384.8%
HCA vs ACI
+21.2%
+363.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.9% | +1.0% |
| 7D | +5.4% | -3.7% | +9.2% | +5.9% |
| 30D | +3.0% | +0.6% | +2.4% | +2.9% |
| 3M | +13.0% | -20.3% | +33.3% | +15.5% |
| 6M | -20.3% | -24.7% | +4.4% | -18.1% |
| YTD | -8.2% | -27.2% | +19.0% | -5.5% |
| 1Y | +6.7% | -32.7% | +39.4% | +10.8% |
| 3Y | +60.4% | -43.9% | +104.3% | +69.6% |
| 5Y | +73.4% | -38.9% | +112.3% | +82.1% |
| All | +384.8% | +21.2% | +363.6% | +415.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling