-24.4%
AIG vs HSY
+4,377.7%
-4,402.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -1.4% | -3.0% | +1.5% | -0.1% |
| 30D | -3.3% | -5.0% | +1.7% | -1.1% |
| 3M | +2.2% | -1.3% | +3.5% | +2.3% |
| 6M | -2.1% | -21.5% | +19.4% | +8.4% |
| YTD | -11.2% | -3.3% | -7.9% | -11.4% |
| 1Y | -2.1% | -5.5% | +3.4% | -1.7% |
| 3Y | +34.4% | -9.9% | +44.3% | +33.2% |
| 5Y | +53.7% | +11.3% | +42.4% | +34.5% |
| 10Y | +64.4% | +128.1% | -63.7% | +0.7% |
| All | -24.4% | +4,377.7% | -4,402.1% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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