+356.5%
HCA vs ACI
+21.8%
+334.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | -0.4% |
| 7D | -2.8% | -2.6% | -0.2% | -2.5% |
| 30D | -2.7% | +1.1% | -3.8% | -2.9% |
| 3M | +11.5% | -23.6% | +35.1% | +14.5% |
| 6M | -24.3% | -29.9% | +5.7% | -21.5% |
| YTD | -13.6% | -26.9% | +13.3% | -11.1% |
| 1Y | -3.2% | -34.2% | +31.1% | +0.9% |
| 3Y | +50.4% | -43.6% | +94.0% | +59.0% |
| 5Y | +64.8% | -42.4% | +107.2% | +72.6% |
| All | +356.5% | +21.8% | +334.7% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling