+75.2%
AJG vs HAS
+13.9%
+61.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.8% | -1.4% |
| 7D | -8.3% | -1.1% | -7.2% | -8.2% |
| 30D | -5.7% | -2.8% | -2.9% | -5.4% |
| 3M | +9.1% | +10.1% | -1.0% | +7.9% |
| 6M | +15.2% | -1.4% | +16.6% | +15.1% |
| YTD | -6.3% | +14.2% | -20.5% | -8.4% |
| 1Y | -19.1% | +18.2% | -37.3% | -21.4% |
| 3Y | +8.2% | +48.6% | -40.4% | +2.0% |
| All | +75.2% | +13.9% | +61.3% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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