+155.4%
HBAN vs ACGL
+270.1%
-114.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | -1.5% | -2.1% | +0.6% | -0.1% |
| 30D | -5.5% | -2.2% | -3.3% | -4.3% |
| 3M | -0.2% | +6.3% | -6.6% | -4.9% |
| 6M | +5.2% | +0.5% | +4.6% | +3.7% |
| YTD | -2.3% | +0.2% | -2.5% | -3.8% |
| 1Y | -2.2% | +7.3% | -9.5% | -8.3% |
| 3Y | +73.8% | +30.8% | +43.0% | +33.9% |
| 5Y | +35.2% | +155.8% | -120.5% | -40.2% |
| 10Y | +155.4% | +276.3% | -121.0% | -12.8% |
| All | +155.4% | +270.1% | -114.8% | -12.8% |
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