+25.0%
HL vs AJG
+19.3%
+5.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +5.5% | +7.7% | +14.2% |
| 7D | +0.2% | +10.7% | -10.5% | +2.6% |
| 30D | -12.1% | +26.9% | -39.0% | -7.1% |
| 3M | -2.8% | +16.6% | -19.4% | +0.8% |
| 6M | -14.9% | +40.1% | -55.1% | -6.4% |
| YTD | -22.0% | +12.4% | -34.5% | -10.5% |
| 1Y | +25.0% | +15.9% | +9.1% | +36.8% |
| All | +25.0% | +19.3% | +5.7% | +36.8% |
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