+73.9%
HST vs AIG
+53.4%
+20.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -0.3% | -1.4% | +1.1% | +0.4% |
| 30D | -2.8% | -3.3% | +0.5% | -1.2% |
| 3M | -6.5% | +2.2% | -8.7% | -7.9% |
| 6M | +20.7% | -2.1% | +22.8% | +21.2% |
| YTD | +30.5% | -11.2% | +41.6% | +37.3% |
| 1Y | +36.8% | -2.1% | +38.9% | +35.6% |
| 3Y | +65.9% | +34.4% | +31.5% | +34.1% |
| 5Y | +73.9% | +53.7% | +20.2% | +24.3% |
| All | +73.9% | +53.4% | +20.5% | +24.3% |
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