+276.8%
THC vs ACGL
+159.2%
+117.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | +0.3% |
| 7D | +3.7% | +0.9% | +2.8% | +3.3% |
| 30D | +9.0% | +13.7% | -4.7% | +2.9% |
| 3M | +10.4% | +8.0% | +2.4% | +6.5% |
| 6M | +45.7% | +13.3% | +32.4% | +37.8% |
| YTD | +42.6% | +11.8% | +30.7% | +35.1% |
| 1Y | +38.8% | +22.2% | +16.5% | +26.2% |
| 3Y | +418.8% | +32.5% | +386.3% | +344.3% |
| All | +276.8% | +159.2% | +117.5% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling