+164.1%
HON vs ACGL
+332.3%
-168.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.7% |
| 7D | +2.3% | -1.1% | +3.4% | +2.8% |
| 30D | +10.2% | +13.1% | -2.9% | +4.2% |
| 3M | -6.7% | +9.8% | -16.5% | -10.8% |
| 6M | +3.3% | +15.3% | -11.9% | -3.9% |
| YTD | +13.4% | +12.7% | +0.7% | +6.1% |
| 1Y | +14.7% | +20.7% | -6.0% | +3.9% |
| 3Y | +33.4% | +34.3% | -0.9% | +11.4% |
| 5Y | +12.7% | +170.6% | -157.9% | -36.9% |
| 10Y | +164.1% | +330.6% | -166.5% | +14.1% |
| All | +164.1% | +332.3% | -168.2% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling