+35.8%
HL vs ACGL
+4,891.8%
-4,856.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.8% | +4.3% |
| 7D | +13.8% | -1.1% | +14.9% | +14.2% |
| 30D | -9.7% | +13.1% | -22.9% | -12.6% |
| 3M | -8.5% | +9.8% | -18.3% | -10.9% |
| 6M | -17.2% | +15.3% | -32.4% | -20.8% |
| YTD | -19.6% | +12.7% | -32.4% | -23.2% |
| 1Y | +11.1% | +20.7% | -9.6% | +4.4% |
| 3Y | +299.7% | +34.3% | +265.4% | +257.9% |
| 5Y | +156.5% | +170.6% | -14.1% | +86.3% |
| 10Y | +122.4% | +330.6% | -208.2% | +39.4% |
| All | +35.8% | +4,891.8% | -4,856.1% | -40.9% |
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 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