+11,036.6%
AJG vs HSY
+4,407.1%
+6,629.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -5.7% | -5.2% | -0.5% | -4.4% |
| 3M | +9.1% | -3.4% | +12.5% | +10.1% |
| 6M | +15.2% | -19.2% | +34.4% | +21.1% |
| YTD | -6.3% | -2.6% | -3.7% | -6.3% |
| 1Y | -19.1% | -3.8% | -15.3% | -19.0% |
| 3Y | +8.2% | -10.6% | +18.9% | +8.8% |
| 5Y | +75.6% | +12.3% | +63.3% | +66.5% |
| 10Y | +471.1% | +129.6% | +341.6% | +362.4% |
| All | +11,036.6% | +4,407.1% | +6,629.5% | +5,984.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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