+459.5%
AJG vs HDB
+42.1%
+417.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.9% | -8.1% | -3.0% |
| 7D | -8.3% | +0.7% | -9.0% | -8.5% |
| 30D | -5.7% | +1.0% | -6.7% | -6.0% |
| 3M | +9.1% | -2.0% | +11.1% | +9.1% |
| 6M | +15.2% | -18.1% | +33.3% | +20.5% |
| YTD | -6.3% | -36.1% | +29.8% | +4.7% |
| 1Y | -19.1% | -34.0% | +14.9% | -10.5% |
| 3Y | +8.2% | -26.7% | +34.9% | +14.1% |
| 5Y | +75.6% | -33.9% | +109.5% | +87.3% |
| All | +459.5% | +42.1% | +417.4% | +368.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling