+53.4%
HST vs ACGL
+22.6%
+30.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | +0.1% |
| 7D | -2.7% | +0.9% | -3.6% | -2.7% |
| 30D | +10.7% | +13.7% | -3.0% | +10.1% |
| 3M | +6.3% | +8.0% | -1.8% | +5.8% |
| 6M | +19.0% | +13.3% | +5.7% | +18.4% |
| YTD | +47.0% | +11.8% | +35.2% | +45.5% |
| 1Y | +53.4% | +22.2% | +31.2% | +40.3% |
| All | +53.4% | +22.6% | +30.9% | +40.3% |
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