+1,559.5%
HWM vs AJG
+480.3%
+1,079.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.5% |
| 7D | -11.4% | -8.3% | -3.2% | -6.6% |
| 30D | -18.5% | -5.7% | -12.8% | -15.7% |
| 3M | -13.2% | +9.1% | -22.3% | -19.2% |
| 6M | -8.7% | +15.2% | -23.9% | -18.8% |
| YTD | +12.2% | -6.3% | +18.5% | +13.0% |
| 1Y | +24.9% | -19.1% | +44.0% | +38.4% |
| 3Y | +383.9% | +8.2% | +375.7% | +315.4% |
| 5Y | +646.1% | +75.6% | +570.5% | +319.7% |
| All | +1,559.5% | +480.3% | +1,079.1% | +287.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling