+2,116.6%
AJG vs HBM
+593.2%
+1,523.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.5% | +7.1% | +0.3% |
| 7D | -8.5% | -3.7% | -4.8% | -8.3% |
| 30D | -3.8% | -3.7% | -0.1% | -3.6% |
| 3M | +10.8% | +8.0% | +2.8% | +9.3% |
| 6M | +15.6% | +15.8% | -0.2% | +12.3% |
| YTD | -5.1% | +34.4% | -39.5% | -9.7% |
| 1Y | -16.0% | +98.2% | -114.2% | -23.6% |
| 3Y | +9.7% | +476.6% | -466.8% | -13.4% |
| 5Y | +77.8% | +331.1% | -253.3% | +40.4% |
| 10Y | +478.2% | +591.6% | -113.4% | +286.5% |
| All | +2,116.6% | +593.2% | +1,523.4% | +1,247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling