+534.0%
HAL vs AIG
-14.1%
+548.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.0% |
| 7D | +6.1% | +6.6% | -0.5% | +4.4% |
| 30D | +2.9% | +7.0% | -4.1% | +1.0% |
| 3M | +3.3% | +9.7% | -6.4% | +0.8% |
| 6M | -16.9% | +10.8% | -27.7% | -19.4% |
| YTD | +21.2% | -1.3% | +22.5% | +20.7% |
| 1Y | +27.5% | +8.4% | +19.2% | +24.0% |
| 3Y | -6.4% | +39.0% | -45.4% | -14.7% |
| 5Y | +58.0% | +59.6% | -1.6% | +39.6% |
| 10Y | -14.6% | +68.4% | -83.0% | -25.1% |
| All | +534.0% | -14.1% | +548.1% | +286.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling