+1,581.2%
HWM vs AIG
+55.3%
+1,525.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -8.0% | -1.4% | -6.6% | -7.0% |
| 30D | -18.0% | -3.3% | -14.7% | -16.1% |
| 3M | -9.5% | +2.2% | -11.7% | -11.1% |
| 6M | -8.4% | -2.1% | -6.3% | -7.8% |
| YTD | +13.6% | -11.2% | +24.8% | +20.9% |
| 1Y | +30.2% | -2.1% | +32.4% | +28.5% |
| 3Y | +392.2% | +34.4% | +357.9% | +284.5% |
| 5Y | +645.2% | +53.7% | +591.5% | +414.9% |
| All | +1,581.2% | +55.3% | +1,525.9% | +855.1% |
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