+495.9%
HPE vs ACGL
+263.8%
+232.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.2% | +8.8% |
| 7D | +10.1% | -2.9% | +13.1% | +11.6% |
| 30D | +5.3% | -2.8% | +8.1% | +6.5% |
| 3M | +12.7% | +6.8% | +5.9% | +8.0% |
| 6M | +167.7% | -1.5% | +169.2% | +164.6% |
| YTD | +135.5% | -0.2% | +135.7% | +130.4% |
| 1Y | +143.4% | +5.3% | +138.1% | +131.1% |
| 3Y | +249.2% | +30.3% | +218.9% | +183.4% |
| 5Y | +343.8% | +151.8% | +192.0% | +136.9% |
| 10Y | +495.9% | +266.9% | +229.0% | +155.7% |
| All | +495.9% | +263.8% | +232.1% | +155.7% |
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