+380.3%
HWM vs AJG
+9.5%
+370.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -12.5% | -8.5% | -4.0% | -10.9% |
| 30D | -19.0% | -3.8% | -15.2% | -18.3% |
| 3M | -8.6% | +10.8% | -19.4% | -11.2% |
| 6M | -10.2% | +15.6% | -25.8% | -13.8% |
| YTD | +11.3% | -5.1% | +16.5% | +13.3% |
| 1Y | +24.3% | -16.0% | +40.3% | +32.5% |
| All | +380.3% | +9.5% | +370.8% | +342.8% |
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