+8.2%
AJG vs HIG
+101.1%
-92.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -8.3% | -1.5% | -6.8% | -7.4% |
| 30D | -5.7% | -0.4% | -5.3% | -5.5% |
| 3M | +9.1% | +6.7% | +2.4% | +5.0% |
| 6M | +15.2% | +2.0% | +13.3% | +13.7% |
| YTD | -6.3% | +0.3% | -6.6% | -6.6% |
| 1Y | -19.1% | +4.2% | -23.3% | -21.2% |
| 3Y | +8.2% | +102.2% | -94.0% | -26.2% |
| All | +8.2% | +101.1% | -92.9% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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