+35.7%
HST vs AJG
-12.9%
+48.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -1.0% | -1.8% | +0.8% | -0.9% |
| 30D | -12.3% | +4.6% | -16.9% | -12.5% |
| 3M | -6.4% | +24.9% | -31.3% | -7.9% |
| 6M | +15.0% | +17.2% | -2.2% | +13.7% |
| YTD | +30.5% | +2.2% | +28.4% | +31.6% |
| 1Y | +35.7% | -11.5% | +47.2% | +38.6% |
| All | +35.7% | -12.9% | +48.6% | +38.6% |
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