+85.4%
HST vs AIG
+58.0%
+27.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -1.3% | +1.4% | -2.7% | -2.0% |
| 30D | +13.4% | +6.6% | +6.7% | +9.7% |
| 3M | +16.7% | +7.9% | +8.8% | +12.0% |
| 6M | +24.0% | +10.4% | +13.6% | +17.2% |
| YTD | +54.0% | -1.3% | +55.2% | +53.4% |
| 1Y | +55.0% | +11.5% | +43.6% | +44.2% |
| 3Y | +89.3% | +38.8% | +50.6% | +50.9% |
| 5Y | +85.4% | +57.8% | +27.6% | +31.3% |
| All | +85.4% | +58.0% | +27.5% | +31.3% |
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