-11.5%
AJG vs HDB
-34.6%
+23.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.8% | +0.4% | -2.3% | -1.9% |
| 30D | +4.6% | -2.8% | +7.5% | +4.9% |
| 3M | +24.9% | -3.5% | +28.4% | +24.7% |
| 6M | +17.2% | -24.7% | +41.9% | +19.6% |
| YTD | +2.2% | -36.6% | +38.7% | +6.8% |
| 1Y | -11.5% | -34.4% | +22.9% | -6.7% |
| All | -11.5% | -34.6% | +23.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling