0.0%
HON vs ACGL
+2.4%
-2.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.5% |
| 7D | -0.8% | -2.9% | +2.1% | -0.6% |
| 30D | -15.2% | -2.8% | -12.4% | -15.0% |
| 3M | -6.0% | +6.8% | -12.8% | -6.5% |
| 6M | -14.9% | -1.5% | -13.4% | -14.6% |
| YTD | +3.2% | -0.2% | +3.4% | +3.3% |
| 1Y | 0.0% | +5.3% | -5.3% | 0.0% |
| All | 0.0% | +2.4% | -2.3% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling