+289.4%
HPE vs AJG
+8.2%
+281.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.2% | +13.7% | +12.3% |
| 7D | +19.4% | -8.3% | +27.7% | +18.7% |
| 30D | +5.6% | -5.7% | +11.3% | +5.2% |
| 3M | +33.1% | +9.1% | +24.0% | +31.7% |
| 6M | +192.5% | +15.2% | +177.2% | +187.7% |
| YTD | +160.9% | -6.3% | +167.2% | +164.8% |
| 1Y | +155.0% | -19.1% | +174.1% | +168.3% |
| 3Y | +289.4% | +8.2% | +281.2% | +280.7% |
| All | +289.4% | +8.2% | +281.2% | +280.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling