+396.0%
HPE vs AJG
+74.4%
+321.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.2% | +13.7% | +12.6% |
| 7D | +19.4% | -8.3% | +27.7% | +20.8% |
| 30D | +5.6% | -5.7% | +11.3% | +6.3% |
| 3M | +33.1% | +9.1% | +24.0% | +28.6% |
| 6M | +192.5% | +15.2% | +177.2% | +177.1% |
| YTD | +160.9% | -6.3% | +167.2% | +163.1% |
| 1Y | +155.0% | -19.1% | +174.1% | +171.6% |
| 3Y | +289.4% | +8.2% | +281.2% | +256.9% |
| All | +396.0% | +74.4% | +321.6% | +275.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling