+87.5%
HST vs ACGL
+33.8%
+53.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +3.6% | +2.2% | +1.4% | +3.1% |
| 30D | +11.2% | +12.3% | -1.1% | +8.7% |
| 3M | +13.1% | +11.8% | +1.3% | +10.6% |
| 6M | +23.9% | +17.5% | +6.5% | +19.7% |
| YTD | +52.3% | +14.3% | +38.0% | +47.5% |
| 1Y | +56.7% | +18.2% | +38.5% | +50.4% |
| 3Y | +87.5% | +33.2% | +54.4% | +84.3% |
| All | +87.5% | +33.8% | +53.7% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling