+123.5%
HPE vs ACGL
+21.3%
+102.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.9% |
| 7D | +0.3% | -1.4% | +1.7% | -1.0% |
| 30D | -28.6% | +12.4% | -40.9% | -20.3% |
| 3M | -7.4% | +11.1% | -18.5% | +3.4% |
| 6M | +63.7% | +16.3% | +47.3% | +92.7% |
| YTD | +111.7% | +13.8% | +97.9% | +149.3% |
| 1Y | +123.5% | +20.4% | +103.1% | +162.0% |
| All | +123.5% | +21.3% | +102.2% | +162.0% |
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