-17.4%
HAL vs AIG
+66.9%
-84.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +2.6% | +2.0% | +0.6% | +0.9% |
| 30D | -0.1% | +6.3% | -6.4% | -5.0% |
| 3M | -1.1% | +9.2% | -10.3% | -8.1% |
| 6M | -20.7% | +9.5% | -30.3% | -27.3% |
| YTD | +17.5% | -1.6% | +19.1% | +15.5% |
| 1Y | +24.1% | +8.5% | +15.6% | +12.8% |
| 3Y | -8.4% | +38.3% | -46.7% | -33.2% |
| 5Y | +53.2% | +59.0% | -5.8% | -3.3% |
| All | -17.4% | +66.9% | -84.4% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling