+40.0%
HLT vs AJG
+16.2%
+23.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +3.6% | +7.4% | -3.9% | +2.8% |
| 30D | +14.6% | +25.3% | -10.8% | +12.3% |
| 3M | +13.9% | +15.1% | -1.1% | +12.4% |
| 6M | +18.3% | +40.8% | -22.5% | +14.7% |
| YTD | +28.9% | +12.3% | +16.5% | +28.5% |
| 1Y | +40.0% | +17.5% | +22.5% | +36.6% |
| All | +40.0% | +16.2% | +23.9% | +36.6% |
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