+37.0%
HPQ vs AJG
+8.2%
+28.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.2% | +9.6% | +8.6% |
| 7D | +9.8% | -8.3% | +18.0% | +11.2% |
| 30D | +22.4% | -5.7% | +28.0% | +23.4% |
| 3M | +45.2% | +9.1% | +36.1% | +43.5% |
| 6M | +96.4% | +15.2% | +81.2% | +92.6% |
| YTD | +65.4% | -6.3% | +71.7% | +68.0% |
| 1Y | +31.6% | -19.1% | +50.7% | +37.8% |
| 3Y | +37.0% | +8.2% | +28.8% | +30.3% |
| All | +37.0% | +8.2% | +28.8% | +30.3% |
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 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