-0.9%
HCA vs AJG
-12.9%
+12.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -3.1% | -1.8% | -1.2% | -2.8% |
| 30D | -1.1% | +4.6% | -5.8% | -1.7% |
| 3M | +12.2% | +24.9% | -12.8% | +10.4% |
| 6M | -25.3% | +17.2% | -42.5% | -26.5% |
| YTD | -12.9% | +2.2% | -15.1% | -12.7% |
| 1Y | -0.9% | -11.5% | +10.6% | +4.8% |
| All | -0.9% | -12.9% | +12.0% | +4.8% |
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