+63.9%
HAL vs AJG
-17.2%
+81.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -3.3% | -8.3% | +5.0% | -3.2% |
| 30D | +8.2% | -5.7% | +13.8% | +8.2% |
| 3M | -9.4% | +9.1% | -18.5% | -9.7% |
| 6M | +0.6% | +15.2% | -14.6% | -0.1% |
| YTD | +28.6% | -6.3% | +34.9% | +33.4% |
| 1Y | +63.9% | -19.1% | +83.0% | +84.7% |
| All | +63.9% | -17.2% | +81.1% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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