+190.7%
HAS vs ACGL
+35.5%
+155.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | 0.0% | +6.4% | -6.4% | -0.9% |
| 30D | +31.3% | +16.6% | +14.7% | +28.6% |
| 3M | +32.1% | +11.6% | +20.5% | +30.1% |
| 6M | +28.1% | +17.5% | +10.7% | +25.3% |
| YTD | +49.1% | +15.3% | +33.8% | +46.0% |
| 1Y | +60.5% | +26.3% | +34.2% | +55.9% |
| All | +190.7% | +35.5% | +155.2% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling