+1,330.0%
HST vs AJG
+11,335.6%
-10,005.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +1.2% |
| 7D | -0.3% | -7.4% | +7.1% | +3.1% |
| 30D | -2.8% | -3.0% | +0.2% | -1.6% |
| 3M | -6.5% | +12.8% | -19.3% | -12.4% |
| 6M | +20.7% | +12.8% | +7.9% | +12.3% |
| YTD | +30.5% | -4.7% | +35.2% | +30.3% |
| 1Y | +36.8% | -17.2% | +54.0% | +45.3% |
| 3Y | +65.9% | +10.2% | +55.7% | +50.2% |
| 5Y | +73.9% | +76.9% | -3.0% | +24.1% |
| 10Y | +107.0% | +480.5% | -373.5% | -15.3% |
| All | +1,330.0% | +11,335.6% | -10,005.6% | +198.7% |
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