+242.6%
HL vs ACGL
+263.8%
-21.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.4% |
| 7D | +7.1% | -2.9% | +10.0% | +8.0% |
| 30D | +21.4% | -2.8% | +24.3% | +22.3% |
| 3M | +37.4% | +6.8% | +30.6% | +34.0% |
| 6M | +0.4% | -1.5% | +1.9% | -0.1% |
| YTD | +6.7% | -0.2% | +6.9% | +5.1% |
| 1Y | +102.4% | +5.3% | +97.1% | +95.0% |
| 3Y | +417.4% | +30.3% | +387.1% | +350.2% |
| 5Y | +243.3% | +151.8% | +91.5% | +124.2% |
| 10Y | +242.6% | +266.9% | -24.3% | +111.4% |
| All | +242.6% | +263.8% | -21.3% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling