+64.2%
AIG vs HDB
+42.1%
+22.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.9% | -6.5% | -2.3% |
| 7D | -1.2% | +0.7% | -1.8% | -1.5% |
| 30D | -1.1% | +1.0% | -2.1% | -1.6% |
| 3M | +0.7% | -2.0% | +2.7% | +0.8% |
| 6M | -2.2% | -18.1% | +15.9% | +4.6% |
| YTD | -10.8% | -36.1% | +25.3% | +5.1% |
| 1Y | -2.0% | -34.0% | +32.0% | +13.8% |
| 3Y | +34.8% | -26.7% | +61.5% | +46.4% |
| 5Y | +55.0% | -33.9% | +88.9% | +72.2% |
| All | +64.2% | +42.1% | +22.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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