+60.4%
HL vs AIG
-22.8%
+83.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | +18.8% | -3.3% | +22.2% | +19.4% |
| 3M | +43.7% | +2.2% | +41.5% | +43.0% |
| 6M | -1.0% | -2.1% | +1.1% | -1.0% |
| YTD | +8.7% | -11.2% | +19.9% | +10.1% |
| 1Y | +105.0% | -2.1% | +107.1% | +104.0% |
| 3Y | +427.3% | +34.4% | +392.9% | +398.3% |
| 5Y | +249.3% | +53.7% | +195.6% | +221.9% |
| 10Y | +284.2% | +64.4% | +219.8% | +239.4% |
| All | +60.4% | -22.8% | +83.2% | +84.2% |
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