+588.3%
HWM vs AIG
+57.4%
+530.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | -0.5% |
| 7D | -1.8% | +2.2% | -4.0% | -3.0% |
| 30D | -2.7% | +6.9% | -9.5% | -6.3% |
| 3M | -22.7% | +6.8% | -29.5% | -25.6% |
| 6M | -18.9% | +9.2% | -28.2% | -23.3% |
| YTD | +7.1% | -1.9% | +9.0% | +6.9% |
| 1Y | +4.7% | +9.7% | -5.0% | -2.5% |
| 3Y | +345.6% | +37.9% | +307.7% | +252.5% |
| 5Y | +588.3% | +56.8% | +531.5% | +392.5% |
| All | +588.3% | +57.4% | +530.9% | +392.5% |
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