+104.6%
HIG vs ACM
+230.8%
-126.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.3% | -3.7% | +4.1% | +2.7% |
| 30D | -3.2% | -11.1% | +7.9% | +2.9% |
| 3M | +9.1% | -8.0% | +17.1% | +12.7% |
| 6M | -1.8% | -29.7% | +27.9% | +18.3% |
| YTD | +1.8% | -29.4% | +31.1% | +20.4% |
| 1Y | +4.6% | -46.4% | +51.0% | +45.3% |
| 3Y | +101.6% | -22.3% | +124.0% | +112.8% |
| 5Y | +124.5% | +4.5% | +120.0% | +88.8% |
| 10Y | +317.8% | +127.6% | +190.2% | +84.1% |
| All | +104.6% | +230.8% | -126.2% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling