+5,436.0%
HON vs AJG
+11,150.2%
-5,714.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -3.5% | -8.3% | +4.8% | -0.5% |
| 30D | -13.8% | -5.7% | -8.1% | -12.2% |
| 3M | -11.7% | +9.1% | -20.8% | -15.1% |
| 6M | -18.7% | +15.2% | -33.9% | -23.8% |
| YTD | +0.2% | -6.3% | +6.5% | +0.7% |
| 1Y | -3.1% | -19.1% | +16.1% | +2.4% |
| 3Y | +17.0% | +8.2% | +8.7% | +9.7% |
| 5Y | +2.0% | +75.6% | -73.6% | -20.3% |
| 10Y | +135.4% | +471.1% | -335.7% | +24.2% |
| All | +5,436.0% | +11,150.2% | -5,714.2% | +1,449.2% |
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