+72.8%
HCA vs AJG
+74.4%
-1.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +5.4% | -8.3% | +13.7% | +8.6% |
| 30D | +3.0% | -5.7% | +8.7% | +4.9% |
| 3M | +13.0% | +9.1% | +3.9% | +9.2% |
| 6M | -20.3% | +15.2% | -35.5% | -24.7% |
| YTD | -8.2% | -6.3% | -1.9% | -6.7% |
| 1Y | +6.7% | -19.1% | +25.8% | +15.6% |
| 3Y | +60.4% | +8.2% | +52.2% | +44.0% |
| All | +72.8% | +74.4% | -1.6% | +13.4% |
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