+102.7%
HPE vs ACGL
+21.8%
+80.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.9% |
| 7D | -7.1% | -1.1% | -6.0% | -7.9% |
| 30D | -35.3% | +13.1% | -48.4% | -27.4% |
| 3M | -10.4% | +9.8% | -20.2% | -1.0% |
| 6M | +52.5% | +15.3% | +37.2% | +78.2% |
| YTD | +100.3% | +12.7% | +87.6% | +134.0% |
| All | +102.7% | +21.8% | +80.9% | +138.1% |
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 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