+58.5%
HCA vs ACM
-22.3%
+80.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.3% |
| 7D | +4.9% | -3.7% | +8.6% | +5.4% |
| 30D | +1.9% | -12.7% | +14.5% | +3.6% |
| 3M | +12.7% | -9.8% | +22.5% | +14.1% |
| 6M | -22.3% | -31.4% | +9.0% | -19.0% |
| YTD | -9.3% | -32.1% | +22.8% | -5.8% |
| 1Y | +2.7% | -47.8% | +50.5% | +11.0% |
| All | +58.5% | -22.3% | +80.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling