+102.2%
HAS vs ACGL
+332.0%
-229.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | +3.3% | +1.3% | +2.0% | +2.8% |
| 30D | +30.5% | +14.2% | +16.3% | +23.8% |
| 3M | +29.9% | +11.1% | +18.8% | +24.5% |
| 6M | +26.5% | +16.4% | +10.2% | +18.6% |
| YTD | +51.9% | +13.8% | +38.2% | +43.3% |
| 1Y | +60.9% | +21.6% | +39.4% | +47.8% |
| 3Y | +215.0% | +33.5% | +181.5% | +169.0% |
| 5Y | +51.5% | +174.8% | -123.3% | -11.9% |
| 10Y | +102.2% | +330.4% | -228.1% | -5.9% |
| All | +102.2% | +332.0% | -229.8% | -5.9% |
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 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