+416.5%
HL vs ACGL
+35.2%
+381.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.7% |
| 7D | +1.5% | -0.7% | +2.2% | +1.4% |
| 30D | +25.1% | -1.0% | +26.1% | +25.0% |
| 3M | +22.9% | +11.0% | +11.9% | +23.7% |
| 6M | -4.9% | -0.3% | -4.6% | -4.5% |
| YTD | +7.8% | +2.3% | +5.6% | +8.1% |
| 1Y | +133.9% | +6.4% | +127.5% | +133.8% |
| All | +416.5% | +35.2% | +381.4% | +444.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling