+596.9%
HAL vs AJG
+11,335.6%
-10,738.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +2.0% |
| 7D | -1.3% | -7.4% | +6.1% | +1.4% |
| 30D | +10.9% | -3.0% | +13.9% | +11.9% |
| 3M | -5.8% | +12.8% | -18.7% | -10.8% |
| 6M | +8.1% | +12.8% | -4.7% | +1.8% |
| YTD | +33.2% | -4.7% | +37.9% | +33.1% |
| 1Y | +74.2% | -17.2% | +91.4% | +82.9% |
| 3Y | -3.7% | +10.2% | -13.9% | -11.3% |
| 5Y | +111.9% | +76.9% | +35.0% | +60.9% |
| 10Y | +7.4% | +480.5% | -473.1% | -43.0% |
| All | +596.9% | +11,335.6% | -10,738.7% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling