+8.2%
AJG vs HBM
+458.1%
-449.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -8.3% | -3.3% | -5.0% | -8.4% |
| 30D | -5.7% | -4.8% | -0.9% | -5.8% |
| 3M | +9.1% | -0.4% | +9.5% | +9.7% |
| 6M | +15.2% | +17.9% | -2.7% | +16.2% |
| YTD | -6.3% | +33.7% | -40.0% | -5.7% |
| 1Y | -19.1% | +95.6% | -114.7% | -19.1% |
| 3Y | +8.2% | +458.1% | -449.9% | +9.2% |
| All | +8.2% | +458.1% | -449.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling