+1,513.6%
HWM vs AIG
+72.0%
+1,441.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +11.1% | +2.0% | +9.1% | +9.6% |
| 30D | +3.0% | +6.3% | -3.4% | -1.4% |
| 3M | -20.7% | +9.2% | -29.9% | -25.4% |
| 6M | -17.2% | +9.5% | -26.7% | -22.7% |
| YTD | +9.1% | -1.6% | +10.7% | +8.1% |
| 1Y | +9.0% | +8.5% | +0.6% | +0.8% |
| 3Y | +353.8% | +38.3% | +315.5% | +247.6% |
| 5Y | +608.0% | +59.0% | +549.0% | +379.8% |
| 10Y | +1,510.3% | +67.8% | +1,442.5% | +774.1% |
| All | +1,513.6% | +72.0% | +1,441.6% | +753.7% |
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 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