-23.2%
AIG vs HAS
+3,598.5%
-3,621.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.9% | -1.8% | +0.9% | -0.3% |
| 30D | -4.9% | +2.3% | -7.1% | -5.7% |
| 3M | +4.5% | +10.4% | -5.9% | +0.5% |
| 6M | -1.4% | -3.2% | +1.8% | -1.5% |
| YTD | -9.8% | +15.4% | -25.2% | -15.4% |
| 1Y | -4.5% | +18.8% | -23.3% | -11.6% |
| 3Y | +37.4% | +43.9% | -6.5% | +14.6% |
| 5Y | +55.0% | +13.9% | +41.1% | +37.0% |
| 10Y | +63.7% | +56.4% | +7.2% | +24.8% |
| All | -23.2% | +3,598.5% | -3,621.7% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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