+56.8%
HAS vs ACGL
+276.1%
-219.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | +2.3% | -1.0% | +3.3% | +2.6% |
| 3M | +10.4% | +11.0% | -0.7% | +5.5% |
| 6M | -3.2% | -0.3% | -2.9% | -3.5% |
| YTD | +15.4% | +2.3% | +13.1% | +13.6% |
| 1Y | +18.8% | +6.4% | +12.4% | +14.9% |
| 3Y | +43.9% | +34.0% | +10.0% | +21.8% |
| 5Y | +13.9% | +161.6% | -147.7% | -32.9% |
| All | +56.8% | +276.1% | -219.3% | -16.4% |
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