+490.2%
HCA vs ACM
+131.7%
+358.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.6% |
| 7D | +2.9% | -5.9% | +8.8% | +5.4% |
| 30D | +2.4% | -6.2% | +8.6% | +4.3% |
| 3M | +13.0% | -7.9% | +20.9% | +15.8% |
| 6M | -21.4% | -30.6% | +9.2% | -10.0% |
| YTD | -9.5% | -33.3% | +23.8% | +4.0% |
| 1Y | +7.5% | -49.2% | +56.7% | +38.2% |
| 3Y | +57.6% | -23.5% | +81.0% | +62.0% |
| 5Y | +71.1% | +0.9% | +70.2% | +51.9% |
| All | +490.2% | +131.7% | +358.5% | +321.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling