+522.9%
HPE vs ACGL
+338.4%
+184.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.7% |
| 7D | -18.7% | +0.9% | -19.6% | -19.3% |
| 30D | -37.9% | +13.7% | -51.6% | -41.8% |
| 3M | -14.4% | +8.0% | -22.4% | -18.2% |
| 6M | +48.2% | +13.3% | +34.9% | +36.5% |
| YTD | +88.6% | +11.8% | +76.8% | +73.5% |
| 1Y | +94.8% | +22.2% | +72.5% | +71.0% |
| 3Y | +202.7% | +32.5% | +170.2% | +144.5% |
| 5Y | +231.6% | +160.2% | +71.5% | +74.2% |
| 10Y | +361.9% | +338.5% | +23.4% | +65.6% |
| All | +522.9% | +338.4% | +184.5% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling