+3.2%
HAL vs AIG
+65.5%
-62.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.3% | -2.4% | -0.9% | -1.5% |
| 30D | +7.2% | -2.9% | +10.2% | +9.6% |
| 3M | -8.8% | +0.8% | -9.6% | -10.1% |
| 6M | +3.0% | -2.7% | +5.6% | +3.1% |
| YTD | +29.4% | -11.2% | +40.6% | +38.2% |
| 1Y | +62.8% | -1.5% | +64.3% | +59.2% |
| 3Y | -6.4% | +34.4% | -40.8% | -30.2% |
| 5Y | +103.6% | +54.4% | +49.2% | +31.9% |
| All | +3.2% | +65.5% | -62.3% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling