+100.5%
HAS vs ACGL
+337.7%
-237.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +0.6% |
| 7D | -0.2% | +0.9% | -1.0% | -0.5% |
| 30D | +31.0% | +13.7% | +17.3% | +24.5% |
| 3M | +30.7% | +8.0% | +22.6% | +26.6% |
| 6M | +23.9% | +13.3% | +10.6% | +17.3% |
| YTD | +48.3% | +11.8% | +36.5% | +40.8% |
| 1Y | +60.2% | +22.2% | +38.0% | +46.8% |
| 3Y | +189.2% | +32.5% | +156.7% | +147.6% |
| 5Y | +50.4% | +160.2% | -109.8% | -10.2% |
| All | +100.5% | +337.7% | -237.2% | -8.4% |
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