+584.9%
HST vs ACGL
+5,005.0%
-4,420.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.6% |
| 7D | -4.2% | +6.4% | -10.5% | -6.9% |
| 30D | +9.6% | +16.6% | -7.0% | +2.1% |
| 3M | -1.1% | +11.6% | -12.7% | -6.2% |
| 6M | +21.1% | +17.5% | +3.6% | +11.7% |
| YTD | +47.1% | +15.3% | +31.8% | +36.0% |
| 1Y | +64.0% | +26.3% | +37.7% | +45.5% |
| 3Y | +77.1% | +35.9% | +41.2% | +47.8% |
| 5Y | +71.8% | +168.2% | -96.4% | +1.6% |
| 10Y | +146.3% | +352.0% | -205.7% | +14.7% |
| All | +584.9% | +5,005.0% | -4,420.0% | +85.2% |
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 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