+119.8%
HIG vs ACM
+2.7%
+117.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.7% | +1.6% |
| 7D | -0.5% | -3.7% | +3.2% | +0.6% |
| 30D | -2.8% | -12.7% | +9.8% | +0.9% |
| 3M | +6.3% | -9.8% | +16.1% | +9.0% |
| 6M | -0.1% | -31.4% | +31.3% | +11.8% |
| YTD | +0.4% | -32.1% | +32.5% | +11.8% |
| 1Y | +6.2% | -47.8% | +54.1% | +30.3% |
| 3Y | +101.6% | -22.1% | +123.7% | +102.0% |
| 5Y | +119.8% | +1.8% | +118.0% | +94.5% |
| All | +119.8% | +2.7% | +117.1% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling