+1,754.0%
HCA vs AJG
+1,027.7%
+726.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.0% |
| 7D | +5.4% | -8.3% | +13.7% | +10.2% |
| 30D | +3.0% | -5.7% | +8.7% | +5.9% |
| 3M | +13.0% | +9.1% | +3.9% | +7.0% |
| 6M | -20.3% | +15.2% | -35.5% | -27.1% |
| YTD | -8.2% | -6.3% | -1.9% | -7.2% |
| 1Y | +6.7% | -19.1% | +25.8% | +17.0% |
| 3Y | +60.4% | +8.2% | +52.2% | +42.0% |
| 5Y | +73.4% | +75.6% | -2.2% | +10.5% |
| 10Y | +506.9% | +471.1% | +35.8% | +81.0% |
| All | +1,754.0% | +1,027.7% | +726.2% | +200.9% |
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