+64.2%
AIG vs HBM
+619.2%
-555.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.2% | -3.3% | +2.1% | -0.7% |
| 30D | -1.1% | -4.8% | +3.8% | -0.5% |
| 3M | +0.7% | -0.4% | +1.1% | -0.4% |
| 6M | -2.2% | +17.9% | -20.0% | -7.9% |
| YTD | -10.8% | +33.7% | -44.6% | -19.1% |
| 1Y | -2.0% | +95.6% | -97.6% | -18.7% |
| 3Y | +34.8% | +458.1% | -423.3% | -15.8% |
| 5Y | +55.0% | +329.0% | -274.0% | -3.2% |
| All | +64.2% | +619.2% | -555.0% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling