+64.2%
AIG vs HRB
+209.1%
-145.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -1.2% | -8.0% | +6.9% | +1.6% |
| 30D | -1.1% | -16.0% | +14.9% | +4.7% |
| 3M | +0.7% | +26.9% | -26.2% | -8.6% |
| 6M | -2.2% | +51.1% | -53.3% | -18.0% |
| YTD | -10.8% | +7.1% | -17.9% | -15.7% |
| 1Y | -2.0% | -9.6% | +7.6% | -1.4% |
| 3Y | +34.8% | +25.4% | +9.4% | +14.5% |
| 5Y | +55.0% | +114.9% | -59.9% | -0.7% |
| All | +64.2% | +209.1% | -145.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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