+29.9%
HL vs ACGL
+4,853.1%
-4,823.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.8% |
| 7D | +8.9% | +0.9% | +8.1% | +8.7% |
| 30D | -10.1% | +13.7% | -23.8% | -13.0% |
| 3M | -7.0% | +8.0% | -15.1% | -9.1% |
| 6M | -18.8% | +13.3% | -32.0% | -22.0% |
| YTD | -23.1% | +11.8% | -35.0% | -26.4% |
| 1Y | +8.9% | +22.2% | -13.4% | +1.9% |
| 3Y | +255.0% | +32.5% | +222.5% | +219.0% |
| 5Y | +151.5% | +160.2% | -8.7% | +84.6% |
| 10Y | +138.4% | +338.5% | -200.2% | +48.8% |
| All | +29.9% | +4,853.1% | -4,823.2% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling