+32.6%
HD vs AIG
+35.3%
-2.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.2% |
| 7D | +3.6% | -3.4% | +7.0% | +4.7% |
| 30D | +21.6% | +3.4% | +18.2% | +20.6% |
| 3M | +0.1% | +1.7% | -1.6% | -0.3% |
| 6M | +13.0% | +5.7% | +7.3% | +11.2% |
| YTD | +4.9% | -5.1% | +10.1% | +6.3% |
| 1Y | -2.1% | +6.1% | -8.1% | -4.4% |
| 3Y | +32.6% | +35.5% | -2.9% | +23.7% |
| All | +32.6% | +35.3% | -2.7% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling