-4.5%
AIG vs HBM
+123.0%
-127.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.9% |
| 7D | -0.9% | -6.4% | +5.4% | -1.1% |
| 30D | -4.9% | +5.9% | -10.8% | -4.8% |
| 3M | +4.5% | -8.9% | +13.4% | +4.7% |
| 6M | -1.4% | +10.7% | -12.1% | -2.0% |
| YTD | -9.8% | +38.3% | -48.1% | -9.6% |
| 1Y | -4.5% | +121.3% | -125.9% | -0.1% |
| All | -4.5% | +123.0% | -127.5% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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