+634.9%
HLT vs AIG
+106.5%
+528.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.1% |
| 30D | -5.0% | -1.1% | -4.0% | -4.5% |
| 3M | -10.4% | +0.7% | -11.1% | -11.0% |
| 6M | +3.2% | -2.2% | +5.4% | +3.7% |
| YTD | +6.7% | -10.8% | +17.6% | +11.4% |
| 1Y | +10.3% | -2.0% | +12.3% | +9.5% |
| 3Y | +99.3% | +34.8% | +64.5% | +67.9% |
| 5Y | +143.7% | +55.0% | +88.7% | +89.2% |
| 10Y | +584.7% | +65.1% | +519.7% | +359.6% |
| All | +634.9% | +106.5% | +528.5% | +349.9% |
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