+71.1%
HCA vs ACI
-44.6%
+115.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.1% |
| 7D | +2.9% | -7.1% | +10.0% | +4.2% |
| 30D | +2.4% | -4.5% | +6.9% | +3.1% |
| 3M | +13.0% | -22.3% | +35.3% | +17.3% |
| 6M | -21.4% | -28.4% | +7.0% | -17.3% |
| YTD | -9.5% | -29.5% | +20.0% | -4.9% |
| 1Y | +7.5% | -34.2% | +41.8% | +14.5% |
| 3Y | +57.6% | -45.7% | +103.3% | +74.0% |
| 5Y | +71.1% | -40.8% | +111.9% | +83.5% |
| All | +71.1% | -44.6% | +115.7% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling