+48.6%
HAS vs ACGL
+159.2%
-110.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +0.1% |
| 7D | -0.2% | +0.9% | -1.0% | -0.3% |
| 30D | +31.0% | +13.7% | +17.3% | +27.5% |
| 3M | +30.7% | +8.0% | +22.6% | +28.5% |
| 6M | +23.9% | +13.3% | +10.6% | +20.5% |
| YTD | +48.3% | +11.8% | +36.5% | +44.4% |
| 1Y | +60.2% | +22.2% | +38.0% | +53.2% |
| 3Y | +189.2% | +32.5% | +156.7% | +168.4% |
| All | +48.6% | +159.2% | -110.7% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling