+77.8%
AJG vs THC
+254.2%
-176.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -8.5% | 0.0% | -8.5% | -8.5% |
| 30D | -3.8% | +1.5% | -5.3% | -4.0% |
| 3M | +10.8% | +59.9% | -49.1% | +4.1% |
| 6M | +15.6% | +11.0% | +4.6% | +13.6% |
| YTD | -5.1% | +32.6% | -37.7% | -9.3% |
| 1Y | -16.0% | +37.4% | -53.4% | -20.2% |
| 3Y | +9.7% | +252.5% | -242.8% | -11.4% |
| 5Y | +77.8% | +262.3% | -184.5% | +44.5% |
| All | +77.8% | +254.2% | -176.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling