+468.0%
HAL vs ACGL
+4,429.2%
-3,961.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | +2.9% | -0.7% | +3.7% | +3.2% |
| 30D | +17.0% | -1.0% | +18.0% | +17.4% |
| 3M | -9.7% | +11.0% | -20.7% | -13.7% |
| 6M | +8.6% | -0.3% | +9.0% | +7.9% |
| YTD | +33.0% | +2.3% | +30.7% | +30.5% |
| 1Y | +68.3% | +6.4% | +61.9% | +62.3% |
| 3Y | +0.1% | +34.0% | -33.9% | -13.8% |
| 5Y | +102.6% | +161.6% | -59.0% | +32.8% |
| 10Y | +3.8% | +278.6% | -274.8% | -37.7% |
| All | +468.0% | +4,429.2% | -3,961.2% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling