+256.9%
HL vs AIG
+66.2%
+190.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.4% | -1.2% | -3.2% | -4.0% |
| 30D | +9.3% | -1.1% | +10.4% | +9.7% |
| 3M | +32.0% | +0.7% | +31.3% | +31.2% |
| 6M | -6.4% | -2.2% | -4.3% | -6.3% |
| YTD | +3.1% | -10.8% | +14.0% | +6.0% |
| 1Y | +77.6% | -2.0% | +79.6% | +75.0% |
| 3Y | +392.8% | +34.8% | +358.0% | +325.5% |
| 5Y | +234.1% | +55.0% | +179.1% | +168.6% |
| All | +256.9% | +66.2% | +190.7% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling