+54.4%
AIG vs HDB
-38.6%
+93.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -2.4% | -6.2% | +3.8% | -0.5% |
| 30D | -2.9% | -6.2% | +3.3% | -1.1% |
| 3M | +0.8% | -5.9% | +6.6% | +2.2% |
| 6M | -2.7% | -25.9% | +23.3% | +6.1% |
| YTD | -11.2% | -40.2% | +29.0% | +3.6% |
| 1Y | -1.5% | -38.0% | +36.5% | +13.3% |
| 3Y | +34.4% | -30.5% | +64.9% | +46.5% |
| 5Y | +54.4% | -38.1% | +92.6% | +69.1% |
| All | +54.4% | -38.6% | +93.0% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling