+1,570.6%
HST vs AIG
-14.4%
+1,585.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.6% | +2.0% | +1.6% | +3.0% |
| 30D | +9.9% | +6.3% | +3.6% | +7.8% |
| 3M | +12.9% | +9.2% | +3.8% | +9.8% |
| 6M | +22.9% | +9.5% | +13.4% | +19.1% |
| YTD | +52.4% | -1.6% | +54.0% | +52.1% |
| 1Y | +52.5% | +8.5% | +44.1% | +47.6% |
| 3Y | +87.4% | +38.3% | +49.1% | +67.2% |
| 5Y | +82.9% | +59.0% | +23.9% | +56.0% |
| 10Y | +134.8% | +67.8% | +66.9% | +91.5% |
| All | +1,570.6% | -14.4% | +1,585.1% | +378.4% |
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