+795.5%
HLT vs ACGL
+501.8%
+293.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.7% | +2.2% | -1.5% | -0.3% |
| 30D | +13.7% | +12.3% | +1.4% | +7.7% |
| 3M | +16.3% | +11.8% | +4.5% | +10.3% |
| 6M | +19.9% | +17.5% | +2.5% | +10.3% |
| YTD | +30.1% | +14.3% | +15.8% | +20.7% |
| 1Y | +38.5% | +18.2% | +20.3% | +26.5% |
| 3Y | +131.0% | +33.2% | +97.9% | +93.6% |
| 5Y | +163.7% | +174.3% | -10.6% | +47.3% |
| 10Y | +697.4% | +326.3% | +371.1% | +236.9% |
| All | +795.5% | +501.8% | +293.7% | +204.2% |
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