+611.0%
AIG vs HBM
+593.2%
+17.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | +1.5% |
| 7D | -2.4% | -3.7% | +1.4% | -1.8% |
| 30D | -2.9% | -3.7% | +0.7% | -2.6% |
| 3M | +0.8% | +8.0% | -7.2% | -2.1% |
| 6M | -2.7% | +15.8% | -18.4% | -8.2% |
| YTD | -11.2% | +34.4% | -45.6% | -19.7% |
| 1Y | -1.5% | +98.2% | -99.7% | -18.7% |
| 3Y | +34.4% | +476.6% | -442.2% | -16.2% |
| 5Y | +54.4% | +331.1% | -276.7% | -3.1% |
| 10Y | +64.4% | +591.6% | -527.2% | -23.5% |
| All | +611.0% | +593.2% | +17.8% | +140.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling