+34,084.2%
HD vs AIG
-14.1%
+34,098.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | 0.0% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | +20.9% | +6.6% | +14.3% | +19.4% |
| 3M | -0.2% | +7.9% | -8.0% | -1.7% |
| 6M | +14.5% | +10.4% | +4.1% | +12.1% |
| YTD | +4.3% | -1.3% | +5.6% | +4.2% |
| 1Y | -3.5% | +11.5% | -14.9% | -6.0% |
| 3Y | +30.1% | +38.8% | -8.7% | +20.5% |
| 5Y | +8.5% | +57.8% | -49.4% | -3.1% |
| 10Y | +245.3% | +68.4% | +176.9% | +190.9% |
| All | +34,084.2% | -14.1% | +34,098.4% | +14,197.3% |
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 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