-19.1%
HAL vs ACGL
+332.3%
-351.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -7.9% | -1.1% | -6.8% | -7.4% |
| 30D | -2.1% | +13.1% | -15.2% | -10.1% |
| 3M | +0.4% | +9.8% | -9.4% | -6.2% |
| 6M | -19.2% | +15.3% | -34.5% | -27.7% |
| YTD | +14.4% | +12.7% | +1.6% | +2.9% |
| 1Y | +18.0% | +20.7% | -2.7% | +1.1% |
| 3Y | -9.7% | +34.3% | -44.0% | -32.1% |
| 5Y | +40.1% | +170.6% | -130.4% | -42.8% |
| 10Y | -19.1% | +330.6% | -349.7% | -71.4% |
| All | -19.1% | +332.3% | -351.4% | -71.4% |
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