+677.7%
HPE vs AIG
+62.9%
+614.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.0% | +9.8% | +8.8% |
| 7D | +10.1% | -1.6% | +11.7% | +11.0% |
| 30D | +5.3% | -5.2% | +10.5% | +8.1% |
| 3M | +12.7% | +1.5% | +11.2% | +10.8% |
| 6M | +167.7% | -3.9% | +171.6% | +169.3% |
| YTD | +135.5% | -11.6% | +147.1% | +146.9% |
| 1Y | +143.4% | -2.9% | +146.3% | +141.7% |
| 3Y | +249.2% | +33.7% | +215.4% | +186.0% |
| 5Y | +343.8% | +52.7% | +291.2% | +232.0% |
| 10Y | +495.9% | +62.6% | +433.3% | +285.8% |
| All | +677.7% | +62.9% | +614.7% | +410.8% |
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