+7.4%
HD vs AIG
+53.5%
-46.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.7% |
| 7D | -1.2% | -1.6% | +0.4% | -0.7% |
| 30D | -11.1% | -5.2% | -5.9% | -9.7% |
| 3M | +2.0% | +1.5% | +0.6% | +1.4% |
| 6M | -10.5% | -3.9% | -6.5% | -9.6% |
| YTD | -6.9% | -11.6% | +4.8% | -3.8% |
| 1Y | -23.2% | -2.9% | -20.3% | -23.2% |
| 3Y | +3.1% | +33.7% | -30.7% | -7.6% |
| 5Y | +7.4% | +52.7% | -45.3% | -9.5% |
| All | +7.4% | +53.5% | -46.1% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling