+6,557.3%
AJG vs HIG
+989.6%
+5,567.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -8.5% | -2.3% | -6.2% | -8.1% |
| 30D | -3.8% | -1.2% | -2.6% | -3.6% |
| 3M | +10.8% | +6.3% | +4.5% | +9.7% |
| 6M | +15.6% | +0.6% | +15.0% | +15.6% |
| YTD | -5.1% | +0.6% | -5.7% | -5.2% |
| 1Y | -16.0% | +6.1% | -22.1% | -16.8% |
| 3Y | +9.7% | +102.0% | -92.2% | -2.9% |
| 5Y | +77.8% | +119.2% | -41.4% | +55.0% |
| 10Y | +478.2% | +312.5% | +165.8% | +345.6% |
| All | +6,557.3% | +989.6% | +5,567.7% | +3,446.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling