-20.8%
HAL vs ACGL
+332.0%
-352.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | -6.5% | +1.3% | -7.7% | -7.4% |
| 30D | -2.1% | +14.2% | -16.3% | -10.7% |
| 3M | -4.9% | +11.1% | -15.9% | -11.8% |
| 6M | -19.3% | +16.4% | -35.7% | -28.2% |
| YTD | +14.3% | +13.8% | +0.5% | +2.2% |
| 1Y | +17.3% | +21.6% | -4.2% | +0.1% |
| 3Y | -10.9% | +33.5% | -44.4% | -32.6% |
| 5Y | +47.4% | +174.8% | -127.4% | -40.5% |
| 10Y | -20.8% | +330.4% | -351.2% | -72.0% |
| All | -20.8% | +332.0% | -352.8% | -72.0% |
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