+137.1%
HST vs ACGL
+329.5%
-192.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | -1.4% | +0.1% | -0.5% |
| 30D | +13.4% | +12.4% | +1.0% | +6.2% |
| 3M | +16.7% | +11.1% | +5.6% | +9.7% |
| 6M | +24.0% | +16.3% | +7.7% | +12.9% |
| YTD | +54.0% | +13.8% | +40.1% | +40.8% |
| 1Y | +55.0% | +20.4% | +34.6% | +37.3% |
| 3Y | +89.3% | +33.6% | +55.8% | +51.1% |
| 5Y | +85.4% | +176.8% | -91.4% | -13.4% |
| 10Y | +137.1% | +324.6% | -187.4% | -16.5% |
| All | +137.1% | +329.5% | -192.3% | -16.5% |
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