+256.9%
HL vs AJG
+473.1%
-216.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -4.4% | -8.3% | +3.9% | -1.9% |
| 30D | +9.3% | -5.7% | +15.0% | +11.2% |
| 3M | +32.0% | +9.1% | +22.9% | +27.1% |
| 6M | -6.4% | +15.2% | -21.7% | -12.4% |
| YTD | +3.1% | -6.3% | +9.4% | +3.9% |
| 1Y | +77.6% | -19.1% | +96.7% | +88.0% |
| 3Y | +392.8% | +8.2% | +384.6% | +342.8% |
| 5Y | +234.1% | +75.6% | +158.5% | +131.4% |
| All | +256.9% | +473.1% | -216.2% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling