+491.0%
HCA vs ACWI
+233.7%
+257.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.5% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +1.9% | -0.6% | +2.5% | +2.4% |
| 3M | +12.7% | +4.3% | +8.5% | +7.9% |
| 6M | -22.3% | +12.7% | -35.0% | -31.4% |
| YTD | -9.3% | +13.9% | -23.3% | -20.9% |
| 1Y | +2.7% | +20.5% | -17.8% | -15.5% |
| 3Y | +57.8% | +76.5% | -18.7% | -14.7% |
| 5Y | +70.3% | +67.5% | +2.8% | -2.7% |
| All | +491.0% | +233.7% | +257.3% | +62.4% |
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