+51.0%
HPQ vs AIG
+53.2%
-2.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.4% | +8.0% | +8.2% |
| 7D | +9.8% | -1.2% | +10.9% | +10.3% |
| 30D | +22.4% | -1.1% | +23.4% | +22.9% |
| 3M | +45.2% | +0.7% | +44.5% | +44.7% |
| 6M | +96.4% | -2.2% | +98.6% | +97.3% |
| YTD | +65.4% | -10.8% | +76.2% | +72.2% |
| 1Y | +31.6% | -2.0% | +33.6% | +30.7% |
| 3Y | +37.0% | +34.8% | +2.2% | +14.2% |
| All | +51.0% | +53.2% | -2.2% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling