+135.5%
HL vs ACGL
+332.0%
-196.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -7.5% |
| 7D | +8.2% | +1.3% | +6.9% | +7.8% |
| 30D | -16.3% | +14.2% | -30.5% | -19.4% |
| 3M | -18.6% | +11.1% | -29.6% | -21.1% |
| 6M | -23.2% | +16.4% | -39.5% | -27.1% |
| YTD | -25.5% | +13.8% | -39.3% | -29.3% |
| 1Y | -4.8% | +21.6% | -26.3% | -11.6% |
| 3Y | +281.4% | +33.5% | +247.9% | +234.1% |
| 5Y | +137.8% | +174.8% | -37.0% | +52.5% |
| 10Y | +135.5% | +330.4% | -194.9% | +67.9% |
| All | +135.5% | +332.0% | -196.6% | +67.9% |
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