+106.1%
HBAN vs ACGL
+329.5%
-223.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -1.1% | -1.4% | +0.2% | -0.3% |
| 30D | +3.1% | +12.4% | -9.2% | -4.6% |
| 3M | -9.8% | +11.1% | -20.9% | -16.1% |
| 6M | +1.4% | +16.3% | -15.0% | -9.3% |
| YTD | -5.8% | +13.8% | -19.6% | -14.9% |
| 1Y | +4.2% | +20.4% | -16.2% | -9.4% |
| 3Y | +74.9% | +33.6% | +41.3% | +35.1% |
| 5Y | +21.7% | +176.8% | -155.2% | -48.8% |
| 10Y | +106.1% | +324.6% | -218.5% | -36.5% |
| All | +106.1% | +329.5% | -223.4% | -36.5% |
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