+11,036.6%
AJG vs HRB
+3,080.2%
+7,956.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.3% |
| 7D | -8.3% | -8.0% | -0.2% | -6.7% |
| 30D | -5.7% | -16.0% | +10.3% | -2.4% |
| 3M | +9.1% | +26.9% | -17.8% | +3.9% |
| 6M | +15.2% | +51.1% | -35.9% | +5.4% |
| YTD | -6.3% | +7.1% | -13.3% | -8.7% |
| 1Y | -19.1% | -9.6% | -9.5% | -18.6% |
| 3Y | +8.2% | +25.4% | -17.2% | +0.8% |
| 5Y | +75.6% | +114.9% | -39.3% | +45.3% |
| 10Y | +471.1% | +206.4% | +264.7% | +317.8% |
| All | +11,036.6% | +3,080.2% | +7,956.4% | +5,630.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling