+40.7%
THC vs ACGL
+28.7%
+12.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +8.4% |
| 7D | +8.8% | +8.0% | +0.9% | +5.4% |
| 30D | +12.6% | +17.3% | -4.7% | +5.4% |
| 3M | +15.4% | +11.2% | +4.1% | +10.4% |
| 6M | +57.7% | +18.2% | +39.5% | +49.6% |
| YTD | +47.1% | +15.4% | +31.7% | +42.3% |
| 1Y | +40.7% | +26.5% | +14.2% | +39.4% |
| All | +40.7% | +28.7% | +12.0% | +39.4% |
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