+122.6%
HST vs ACGL
+322.9%
-200.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.6% | -1.2% | +4.8% | +4.3% |
| 30D | +9.9% | +12.8% | -2.9% | +2.7% |
| 3M | +12.9% | +12.3% | +0.7% | +5.6% |
| 6M | +22.9% | +15.8% | +7.0% | +12.2% |
| YTD | +52.4% | +13.9% | +38.5% | +39.4% |
| 1Y | +52.5% | +19.0% | +33.5% | +36.0% |
| 3Y | +87.4% | +33.7% | +53.8% | +49.6% |
| 5Y | +82.9% | +173.4% | -90.5% | -13.7% |
| All | +122.6% | +322.9% | -200.3% | -21.5% |
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