+1,501.0%
ACGL vs HBM
+443.9%
+1,057.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.1% |
| 7D | +0.9% | -3.6% | +4.5% | +1.2% |
| 30D | +13.7% | -19.2% | +32.9% | +15.7% |
| 3M | +8.0% | -20.5% | +28.6% | +9.8% |
| 6M | +13.3% | -12.8% | +26.1% | +13.1% |
| YTD | +11.8% | +5.4% | +6.4% | +8.6% |
| 1Y | +22.2% | +33.0% | -10.7% | +15.8% |
| 3Y | +32.5% | +357.3% | -324.8% | +7.6% |
| 5Y | +160.2% | +210.4% | -50.2% | +113.4% |
| 10Y | +338.5% | +387.1% | -48.6% | +210.9% |
| All | +1,501.0% | +443.9% | +1,057.1% | +847.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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