+459.5%
AJG vs HRB
+209.1%
+250.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -8.3% | -8.0% | -0.2% | -6.6% |
| 30D | -5.7% | -16.0% | +10.3% | -2.0% |
| 3M | +9.1% | +26.9% | -17.8% | +3.3% |
| 6M | +15.2% | +51.1% | -35.9% | +4.3% |
| YTD | -6.3% | +7.1% | -13.3% | -8.9% |
| 1Y | -19.1% | -9.6% | -9.5% | -18.6% |
| 3Y | +8.2% | +25.4% | -17.2% | -0.3% |
| 5Y | +75.6% | +114.9% | -39.3% | +41.6% |
| All | +459.5% | +209.1% | +250.4% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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