+109.0%
HST vs AIG
+66.2%
+42.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | +0.9% | -1.2% | +2.0% | +1.5% |
| 30D | -2.5% | -1.1% | -1.4% | -1.9% |
| 3M | -5.1% | +0.7% | -5.8% | -5.9% |
| 6M | +21.6% | -2.2% | +23.8% | +22.2% |
| YTD | +31.6% | -10.8% | +42.5% | +38.7% |
| 1Y | +36.1% | -2.0% | +38.2% | +34.9% |
| 3Y | +66.5% | +34.8% | +31.6% | +33.9% |
| 5Y | +76.6% | +55.0% | +21.5% | +27.5% |
| All | +109.0% | +66.2% | +42.9% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling