+1,248.9%
HAS vs ACGL
+4,429.2%
-3,180.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +2.3% | -1.0% | +3.3% | +2.5% |
| 3M | +10.4% | +11.0% | -0.7% | +7.4% |
| 6M | -3.2% | -0.3% | -2.9% | -3.4% |
| YTD | +15.4% | +2.3% | +13.1% | +14.4% |
| 1Y | +18.8% | +6.4% | +12.4% | +16.5% |
| 3Y | +43.9% | +34.0% | +10.0% | +31.5% |
| 5Y | +13.9% | +161.6% | -147.7% | -12.9% |
| 10Y | +56.4% | +278.6% | -222.2% | +9.7% |
| All | +1,248.9% | +4,429.2% | -3,180.3% | +617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling