+255.0%
HIG vs ACM
+132.6%
+122.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.2% |
| 7D | +2.6% | +5.6% | -3.0% | -0.1% |
| 30D | +4.2% | +20.8% | -16.6% | -4.8% |
| 3M | +0.2% | +11.4% | -11.2% | -5.4% |
| 6M | +4.6% | +0.9% | +3.7% | +2.3% |
| YTD | +1.1% | -24.8% | +25.9% | +12.1% |
| 1Y | +4.7% | -46.4% | +51.1% | +37.7% |
| 3Y | +95.5% | -9.2% | +104.7% | +87.1% |
| 5Y | +111.7% | +5.0% | +106.7% | +82.6% |
| All | +255.0% | +132.6% | +122.4% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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