+93.3%
HAL vs AJG
+74.4%
+18.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -3.3% | -8.3% | +5.0% | -1.4% |
| 30D | +8.2% | -5.7% | +13.8% | +9.5% |
| 3M | -9.4% | +9.1% | -18.5% | -12.0% |
| 6M | +0.6% | +15.2% | -14.6% | -4.1% |
| YTD | +28.6% | -6.3% | +34.9% | +30.3% |
| 1Y | +63.9% | -19.1% | +83.0% | +74.5% |
| 3Y | -7.1% | +8.2% | -15.4% | -14.7% |
| All | +93.3% | +74.4% | +18.9% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling