+110.0%
HIG vs ACM
+1.1%
+108.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | +2.6% | +5.6% | -3.0% | +0.9% |
| 30D | +4.2% | +20.8% | -16.6% | -1.8% |
| 3M | +0.2% | +11.4% | -11.2% | -3.4% |
| 6M | +4.6% | +0.9% | +3.7% | +3.3% |
| YTD | +1.1% | -24.8% | +25.9% | +9.2% |
| 1Y | +4.7% | -46.4% | +51.1% | +29.7% |
| 3Y | +95.5% | -9.2% | +104.7% | +83.5% |
| All | +110.0% | +1.1% | +108.9% | +78.9% |
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