+3.4%
HD vs AJG
+76.5%
-73.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -3.9% | -8.5% | +4.6% | -1.1% |
| 30D | -13.1% | -3.8% | -9.4% | -12.1% |
| 3M | -3.4% | +10.8% | -14.3% | -7.1% |
| 6M | -12.6% | +15.6% | -28.2% | -17.3% |
| YTD | -9.2% | -5.1% | -4.1% | -8.2% |
| 1Y | -23.9% | -16.0% | -7.9% | -19.6% |
| 3Y | +0.4% | +9.7% | -9.3% | -8.5% |
| All | +3.4% | +76.5% | -73.1% | -27.3% |
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 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