+257.9%
HD vs ACGL
+332.3%
-74.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +3.6% | -1.1% | +4.7% | +4.1% |
| 30D | +21.6% | +13.1% | +8.4% | +16.4% |
| 3M | +0.1% | +9.8% | -9.7% | -3.2% |
| 6M | +13.0% | +15.3% | -2.3% | +7.1% |
| YTD | +4.9% | +12.7% | -7.8% | 0.0% |
| 1Y | -2.1% | +20.7% | -22.8% | -8.9% |
| 3Y | +32.6% | +34.3% | -1.7% | +15.4% |
| 5Y | +8.2% | +170.6% | -162.4% | -32.3% |
| 10Y | +257.9% | +330.6% | -72.7% | +79.3% |
| All | +257.9% | +332.3% | -74.4% | +79.3% |
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