+3,196.3%
HPQ vs AJG
+11,150.2%
-7,953.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.2% | +9.6% | +8.8% |
| 7D | +9.8% | -8.3% | +18.0% | +12.8% |
| 30D | +22.4% | -5.7% | +28.0% | +24.4% |
| 3M | +45.2% | +9.1% | +36.1% | +40.5% |
| 6M | +96.4% | +15.2% | +81.2% | +85.9% |
| YTD | +65.4% | -6.3% | +71.7% | +66.9% |
| 1Y | +31.6% | -19.1% | +50.7% | +38.9% |
| 3Y | +37.0% | +8.2% | +28.8% | +29.3% |
| 5Y | +53.0% | +75.6% | -22.6% | +22.7% |
| 10Y | +257.2% | +471.1% | -213.9% | +104.8% |
| All | +3,196.3% | +11,150.2% | -7,953.9% | +1,083.3% |
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 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