+4.4%
HWM vs AJG
+19.3%
-15.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.5% | -9.7% | -3.9% |
| 7D | +9.4% | +10.7% | -1.3% | +10.1% |
| 30D | -7.0% | +26.9% | -33.9% | -6.0% |
| 3M | -25.9% | +16.6% | -42.4% | -25.0% |
| 6M | -10.8% | +40.1% | -51.0% | -9.7% |
| YTD | +4.3% | +12.4% | -8.1% | +7.6% |
| 1Y | +4.4% | +15.9% | -11.5% | +5.9% |
| All | +4.4% | +19.3% | -15.0% | +5.9% |
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