+60.3%
HAS vs ACGL
+21.3%
+39.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +3.3% | +1.3% | +2.0% | +2.9% |
| 30D | +30.5% | +14.2% | +16.3% | +26.0% |
| 3M | +29.9% | +11.1% | +18.8% | +26.2% |
| 6M | +26.5% | +16.4% | +10.2% | +21.2% |
| YTD | +51.9% | +13.8% | +38.2% | +45.6% |
| All | +60.3% | +21.3% | +39.1% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling