+9.0%
HCA vs AIG
+6.0%
+3.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.5% | +8.9% | +10.0% |
| 7D | +10.2% | +2.3% | +8.0% | +9.7% |
| 30D | +17.4% | +8.8% | +8.7% | +15.4% |
| 3M | +27.7% | +3.7% | +24.0% | +26.6% |
| 6M | +20.0% | +6.8% | +13.3% | +18.2% |
| YTD | +10.0% | -2.6% | +12.6% | +6.0% |
| 1Y | +9.0% | +3.7% | +5.3% | +8.3% |
| All | +9.0% | +6.0% | +3.0% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling