+507.7%
HST vs ACGL
+4,429.2%
-3,921.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | -12.3% | -1.0% | -11.3% | -11.9% |
| 3M | -6.4% | +11.0% | -17.4% | -11.1% |
| 6M | +15.0% | -0.3% | +15.3% | +14.3% |
| YTD | +30.5% | +2.3% | +28.2% | +27.7% |
| 1Y | +35.7% | +6.4% | +29.3% | +30.1% |
| 3Y | +68.4% | +34.0% | +34.4% | +41.0% |
| 5Y | +73.1% | +161.6% | -88.5% | +3.4% |
| 10Y | +92.7% | +278.6% | -185.9% | -2.9% |
| All | +507.7% | +4,429.2% | -3,921.5% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling