+630.8%
HLT vs ACGL
+425.5%
+205.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.0% |
| 7D | -2.4% | -2.9% | +0.5% | -1.0% |
| 30D | -4.1% | -2.8% | -1.3% | -2.8% |
| 3M | -10.6% | +6.8% | -17.4% | -13.8% |
| 6M | +2.0% | -1.5% | +3.6% | +2.0% |
| YTD | +6.1% | -0.2% | +6.4% | +5.1% |
| 1Y | +9.8% | +5.3% | +4.5% | +5.8% |
| 3Y | +99.0% | +30.3% | +68.7% | +67.2% |
| 5Y | +151.5% | +151.8% | -0.3% | +45.6% |
| 10Y | +561.1% | +266.9% | +294.3% | +200.2% |
| All | +630.8% | +425.5% | +205.3% | +164.9% |
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