+655.5%
HWM vs AIG
+53.5%
+602.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.0% | -8.7% | -9.6% |
| 7D | -9.2% | -1.6% | -7.6% | -8.3% |
| 30D | -17.9% | -5.2% | -12.7% | -15.4% |
| 3M | -6.0% | +1.5% | -7.5% | -7.0% |
| 6M | -7.4% | -3.9% | -3.4% | -5.9% |
| YTD | +13.1% | -11.6% | +24.7% | +19.7% |
| 1Y | +29.3% | -2.9% | +32.2% | +28.5% |
| 3Y | +389.9% | +33.7% | +356.2% | +294.2% |
| 5Y | +655.5% | +52.7% | +602.9% | +421.7% |
| All | +655.5% | +53.5% | +602.0% | +421.7% |
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