+129.2%
HPE vs AJG
-12.9%
+142.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.9% |
| 7D | -0.6% | -1.8% | +1.2% | -1.2% |
| 30D | -2.3% | +4.6% | -6.9% | -0.8% |
| 3M | -2.9% | +24.9% | -27.8% | +1.4% |
| 6M | +143.6% | +17.2% | +126.4% | +155.0% |
| YTD | +118.5% | +2.2% | +116.4% | +129.3% |
| 1Y | +129.2% | -11.5% | +140.7% | +161.3% |
| All | +129.2% | -12.9% | +142.1% | +161.3% |
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