+1,516.8%
HWM vs AIG
+69.4%
+1,447.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +1.8% |
| 7D | +5.0% | +1.4% | +3.6% | +3.9% |
| 30D | +1.5% | +6.6% | -5.1% | -3.0% |
| 3M | -20.3% | +7.9% | -28.2% | -24.4% |
| 6M | -18.0% | +10.4% | -28.4% | -23.9% |
| YTD | +9.5% | -1.3% | +10.8% | +8.3% |
| 1Y | +7.5% | +11.5% | -4.0% | -2.5% |
| 3Y | +355.7% | +38.8% | +316.9% | +248.1% |
| 5Y | +610.2% | +57.8% | +552.4% | +383.7% |
| 10Y | +1,516.8% | +68.4% | +1,448.4% | +760.2% |
| All | +1,516.8% | +69.4% | +1,447.3% | +760.2% |
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