+224.7%
HPE vs ACGL
+33.8%
+190.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.1% | -3.7% |
| 7D | +7.9% | +2.2% | +5.7% | +8.1% |
| 30D | -23.5% | +12.3% | -35.8% | -22.6% |
| 3M | -19.1% | +11.8% | -30.9% | -18.1% |
| 6M | +51.4% | +17.5% | +33.9% | +52.7% |
| YTD | +103.4% | +14.3% | +89.2% | +105.5% |
| 1Y | +114.4% | +18.2% | +96.2% | +115.2% |
| 3Y | +224.7% | +33.2% | +191.5% | +223.0% |
| All | +224.7% | +33.8% | +190.9% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling