-92.4%
AIG vs HDB
+3,694.0%
-3,786.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -0.5% |
| 7D | -1.6% | -2.0% | +0.5% | -0.6% |
| 30D | -5.2% | -4.9% | -0.3% | -2.9% |
| 3M | +1.5% | -2.3% | +3.8% | +1.8% |
| 6M | -3.9% | -23.7% | +19.8% | +8.1% |
| YTD | -11.6% | -38.5% | +26.9% | +10.2% |
| 1Y | -2.9% | -36.5% | +33.5% | +18.8% |
| 3Y | +33.7% | -28.5% | +62.2% | +49.2% |
| 5Y | +52.7% | -37.4% | +90.0% | +77.3% |
| 10Y | +62.6% | +34.0% | +28.6% | +18.3% |
| All | -92.4% | +3,694.0% | -3,786.4% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling