+1,814.5%
AJG vs HDB
+3,626.5%
-1,812.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.5% |
| 7D | -7.4% | -4.9% | -2.5% | -6.5% |
| 30D | -3.0% | -5.8% | +2.9% | -1.9% |
| 3M | +12.8% | -5.2% | +18.0% | +13.7% |
| 6M | +12.8% | -25.7% | +38.5% | +18.4% |
| YTD | -4.7% | -39.6% | +34.8% | +3.6% |
| 1Y | -17.2% | -36.9% | +19.7% | -10.7% |
| 3Y | +10.2% | -29.7% | +39.9% | +15.2% |
| 5Y | +76.9% | -37.8% | +114.7% | +87.2% |
| 10Y | +480.5% | +33.7% | +446.8% | +427.8% |
| All | +1,814.5% | +3,626.5% | -1,812.0% | +1,255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling