+65.7%
HST vs AJG
+9.5%
+56.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +0.7% | -8.5% | +9.2% | +1.9% |
| 30D | -0.7% | -3.8% | +3.1% | -0.2% |
| 3M | -4.0% | +10.8% | -14.8% | -5.6% |
| 6M | +20.7% | +15.6% | +5.1% | +17.6% |
| YTD | +31.0% | -5.1% | +36.2% | +32.2% |
| 1Y | +36.2% | -16.0% | +52.3% | +40.7% |
| All | +65.7% | +9.5% | +56.2% | +50.1% |
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