+30,424.6%
HD vs AJG
+11,671.2%
+18,753.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -0.8% |
| 7D | -1.2% | -3.8% | +2.6% | +0.2% |
| 30D | -11.1% | +1.6% | -12.8% | -11.8% |
| 3M | +2.0% | +18.6% | -16.6% | -4.7% |
| 6M | -10.5% | +10.9% | -21.3% | -14.7% |
| YTD | -6.9% | -2.0% | -4.9% | -7.5% |
| 1Y | -23.2% | -14.9% | -8.2% | -19.8% |
| 3Y | +3.1% | +13.4% | -10.3% | -5.1% |
| 5Y | +7.4% | +83.2% | -75.9% | -18.3% |
| 10Y | +205.0% | +484.3% | -279.3% | +54.0% |
| All | +30,424.6% | +11,671.2% | +18,753.4% | +7,636.5% |
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