-19.1%
AJG vs THC
+37.3%
-56.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -8.3% | -0.5% | -7.8% | -8.2% |
| 30D | -5.7% | -1.2% | -4.5% | -5.6% |
| 3M | +9.1% | +52.3% | -43.2% | +6.2% |
| 6M | +15.2% | +12.4% | +2.8% | +14.2% |
| YTD | -6.3% | +32.7% | -39.0% | -8.1% |
| 1Y | -19.1% | +36.4% | -55.5% | -21.0% |
| All | -19.1% | +37.3% | -56.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling