+2,071.1%
HCA vs ACM
+170.5%
+1,900.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +0.8% | +5.6% | -4.8% | -1.4% |
| 30D | +6.1% | +20.8% | -14.7% | -1.5% |
| 3M | +21.4% | +11.4% | +10.0% | +15.7% |
| 6M | +17.2% | +0.9% | +16.2% | +15.3% |
| YTD | +7.5% | -24.8% | +32.3% | +17.0% |
| 1Y | +6.2% | -46.4% | +52.6% | +32.4% |
| 3Y | +122.0% | -9.2% | +131.2% | +115.1% |
| 5Y | +112.2% | +5.0% | +107.2% | +91.5% |
| 10Y | +675.7% | +130.6% | +545.1% | +382.9% |
| All | +2,071.1% | +170.5% | +1,900.6% | +1,057.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling