+11,552.3%
AJG vs THC
+495.1%
+11,057.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.8% | -3.8% |
| 7D | -3.8% | -2.6% | -1.2% | -3.5% |
| 30D | +1.6% | -1.2% | +2.8% | +1.7% |
| 3M | +18.6% | +58.9% | -40.3% | +12.9% |
| 6M | +10.9% | +9.3% | +1.6% | +9.4% |
| YTD | -2.0% | +30.4% | -32.3% | -5.2% |
| 1Y | -14.9% | +34.6% | -49.5% | -18.2% |
| 3Y | +13.4% | +246.7% | -233.2% | -2.6% |
| 5Y | +83.2% | +244.5% | -161.3% | +54.2% |
| 10Y | +484.3% | +950.1% | -465.8% | +303.0% |
| All | +11,552.3% | +495.1% | +11,057.2% | +6,827.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling