+365.4%
HPE vs ACGL
+332.3%
+33.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.9% |
| 7D | -7.1% | -1.1% | -6.0% | -6.8% |
| 30D | -35.3% | +13.1% | -48.4% | -39.1% |
| 3M | -10.4% | +9.8% | -20.2% | -15.0% |
| 6M | +52.5% | +15.3% | +37.2% | +39.5% |
| YTD | +100.3% | +12.7% | +87.6% | +83.9% |
| 1Y | +106.4% | +20.7% | +85.7% | +82.9% |
| 3Y | +227.4% | +34.3% | +193.1% | +163.4% |
| 5Y | +250.6% | +170.6% | +80.0% | +80.8% |
| 10Y | +365.4% | +330.6% | +34.8% | +82.5% |
| All | +365.4% | +332.3% | +33.0% | +82.5% |
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