-14.9%
HAL vs ACGL
+324.4%
-339.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +2.9% |
| 7D | +6.1% | +2.2% | +3.9% | +4.6% |
| 30D | +2.9% | +12.3% | -9.4% | -5.1% |
| 3M | +3.3% | +11.8% | -8.5% | -4.7% |
| 6M | -16.9% | +17.5% | -34.4% | -26.5% |
| YTD | +21.2% | +14.3% | +6.9% | +8.1% |
| 1Y | +27.5% | +18.2% | +9.4% | +11.0% |
| 3Y | -6.4% | +33.2% | -39.6% | -29.1% |
| 5Y | +58.0% | +174.3% | -116.3% | -36.1% |
| All | -14.9% | +324.4% | -339.2% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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