-0.9%
HCA vs ACM
-45.8%
+44.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -3.1% | -3.7% | +0.7% | -2.9% |
| 30D | -1.1% | -11.1% | +10.0% | -0.2% |
| 3M | +12.2% | -8.0% | +20.1% | +12.5% |
| 6M | -25.3% | -29.7% | +4.3% | -25.6% |
| YTD | -12.9% | -29.4% | +16.4% | -13.5% |
| 1Y | -0.9% | -46.4% | +45.5% | -2.4% |
| All | -0.9% | -45.8% | +44.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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