+952.0%
HIG vs ACGL
+4,737.1%
-3,785.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.1% | -1.2% | +1.1% | +0.5% |
| 30D | +4.4% | +12.8% | -8.4% | -2.2% |
| 3M | 0.0% | +12.3% | -12.2% | -6.0% |
| 6M | +3.8% | +15.8% | -12.0% | -4.1% |
| YTD | +0.7% | +13.9% | -13.2% | -6.3% |
| 1Y | +5.0% | +19.0% | -14.0% | -4.4% |
| 3Y | +95.3% | +33.7% | +61.7% | +65.6% |
| 5Y | +110.8% | +173.4% | -62.6% | +21.2% |
| 10Y | +261.9% | +324.9% | -63.0% | +67.5% |
| All | +952.0% | +4,737.1% | -3,785.1% | +171.5% |
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