+114.5%
HCA vs ACM
+1.1%
+113.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +0.8% | +5.6% | -4.8% | -0.8% |
| 30D | +6.1% | +20.8% | -14.7% | +0.4% |
| 3M | +21.4% | +11.4% | +10.0% | +17.2% |
| 6M | +17.2% | +0.9% | +16.2% | +16.0% |
| YTD | +7.5% | -24.8% | +32.3% | +15.2% |
| 1Y | +6.2% | -46.4% | +52.6% | +29.4% |
| 3Y | +122.0% | -9.2% | +131.2% | +101.0% |
| All | +114.5% | +1.1% | +113.5% | +75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling