+54.0%
HST vs ACGL
+22.9%
+31.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.5% |
| 7D | +0.6% | +1.3% | -0.7% | +0.5% |
| 30D | +14.5% | +14.2% | +0.3% | +14.0% |
| 3M | +15.4% | +11.1% | +4.3% | +15.0% |
| 6M | +22.0% | +16.4% | +5.6% | +21.5% |
| YTD | +54.9% | +13.8% | +41.1% | +53.5% |
| 1Y | +54.0% | +21.6% | +32.4% | +45.2% |
| All | +54.0% | +22.9% | +31.0% | +45.2% |
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