+254.2%
HD vs ACGL
+337.7%
-83.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.1% | -0.8% |
| 7D | +4.3% | +0.9% | +3.5% | +4.1% |
| 30D | +20.2% | +13.7% | +6.5% | +14.9% |
| 3M | -1.0% | +8.0% | -9.1% | -3.7% |
| 6M | +7.9% | +13.3% | -5.4% | +2.9% |
| YTD | +2.0% | +11.8% | -9.9% | -2.5% |
| 1Y | -4.3% | +22.2% | -26.5% | -11.4% |
| 3Y | +25.9% | +32.5% | -6.5% | +10.1% |
| 5Y | +5.8% | +160.2% | -154.4% | -32.7% |
| All | +254.2% | +337.7% | -83.5% | +75.9% |
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 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