+7.5%
HCA vs ACM
-48.9%
+56.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | -0.1% |
| 7D | +2.9% | -5.9% | +8.8% | +3.2% |
| 30D | +2.4% | -6.2% | +8.6% | +2.7% |
| 3M | +13.0% | -7.9% | +20.9% | +13.8% |
| 6M | -21.4% | -30.6% | +9.2% | -21.2% |
| YTD | -9.5% | -33.3% | +23.8% | -9.7% |
| 1Y | +7.5% | -49.2% | +56.7% | +7.2% |
| All | +7.5% | -48.9% | +56.4% | +7.2% |
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 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