+652.7%
HCA vs ACWI
+225.4%
+427.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.5% |
| 7D | -1.3% | +2.7% | -4.0% | -3.8% |
| 30D | +8.7% | -2.6% | +11.3% | +11.2% |
| 3M | +21.0% | -3.2% | +24.2% | +24.3% |
| 6M | +17.0% | +1.9% | +15.1% | +13.9% |
| YTD | +7.8% | +11.3% | -3.5% | -4.2% |
| 1Y | +6.4% | +11.7% | -5.2% | -5.8% |
| 3Y | +120.0% | +74.4% | +45.6% | +20.0% |
| 5Y | +112.9% | +59.5% | +53.4% | +27.8% |
| All | +652.7% | +225.4% | +427.3% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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