+107.1%
HIG vs ACGL
+174.9%
-67.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | -0.9% | +11.1% | -12.0% | -7.2% |
| 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% |
| 3Y | +95.7% | +33.6% | +62.2% | +61.5% |
| 5Y | +107.1% | +176.8% | -69.8% | +0.4% |
| All | +107.1% | +174.9% | -67.8% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling