+265.7%
HBAN vs ACGL
+4,429.2%
-4,163.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.7% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | -3.2% | -1.0% | -2.2% | -2.8% |
| 3M | +4.0% | +11.0% | -7.1% | -1.7% |
| 6M | +3.1% | -0.3% | +3.5% | +2.6% |
| YTD | 0.0% | +2.3% | -2.2% | -1.9% |
| 1Y | -1.2% | +6.4% | -7.6% | -5.1% |
| 3Y | +72.5% | +34.0% | +38.5% | +43.6% |
| 5Y | +39.3% | +161.6% | -122.3% | -17.6% |
| 10Y | +157.3% | +278.6% | -121.2% | +30.2% |
| All | +265.7% | +4,429.2% | -4,163.5% | +9.6% |
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