+963.3%
HIG vs ACGL
+4,243.8%
-3,280.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.2% |
| 7D | +0.3% | -0.7% | +1.1% | +0.7% |
| 30D | -3.2% | -1.0% | -2.2% | -2.7% |
| 3M | +9.1% | +11.0% | -1.9% | +3.2% |
| 6M | -1.8% | -0.3% | -1.5% | -1.7% |
| YTD | +1.8% | +2.3% | -0.5% | +0.4% |
| 1Y | +4.6% | +6.4% | -1.8% | +0.9% |
| 3Y | +101.6% | +34.0% | +67.7% | +70.4% |
| 5Y | +124.5% | +161.6% | -37.2% | +32.0% |
| 10Y | +317.8% | +278.6% | +39.2% | +105.4% |
| All | +963.3% | +4,243.8% | -3,280.5% | +190.7% |
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