-7.1%
HAL vs AJG
+8.2%
-15.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -3.3% | -8.3% | +5.0% | -2.8% |
| 30D | +8.2% | -5.7% | +13.8% | +8.5% |
| 3M | -9.4% | +9.1% | -18.5% | -10.3% |
| 6M | +0.6% | +15.2% | -14.6% | -0.9% |
| YTD | +28.6% | -6.3% | +34.9% | +30.1% |
| 1Y | +63.9% | -19.1% | +83.0% | +69.6% |
| 3Y | -7.1% | +8.2% | -15.4% | -5.3% |
| All | -7.1% | +8.2% | -15.3% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling