+95.0%
HIG vs ACGL
+33.2%
+61.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | -1.4% | +0.7% | +0.2% |
| 30D | +5.4% | +12.4% | -7.0% | -2.1% |
| 3M | -0.9% | +11.1% | -12.0% | -7.3% |
| 6M | +4.8% | +16.3% | -11.6% | -4.8% |
| YTD | +0.9% | +13.8% | -12.9% | -7.3% |
| 1Y | +6.5% | +20.4% | -14.0% | -5.5% |
| All | +95.0% | +33.2% | +61.8% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling