+2,768.0%
HPQ vs AIG
-23.1%
+2,791.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.1% |
| 7D | -0.5% | -1.6% | +1.1% | -0.1% |
| 30D | +3.7% | -5.2% | +8.9% | +4.8% |
| 3M | +24.3% | +1.5% | +22.9% | +23.9% |
| 6M | +64.8% | -3.9% | +68.7% | +65.8% |
| YTD | +43.9% | -11.6% | +55.5% | +47.0% |
| 1Y | +11.7% | -2.9% | +14.6% | +11.7% |
| 3Y | +19.7% | +33.7% | -14.1% | +11.8% |
| 5Y | +32.2% | +52.7% | -20.4% | +20.0% |
| 10Y | +198.9% | +62.6% | +136.3% | +160.4% |
| All | +2,768.0% | -23.1% | +2,791.1% | +1,053.5% |
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 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