+622.3%
HWM vs AJG
+74.4%
+548.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.2% |
| 7D | -11.4% | -8.3% | -3.2% | -8.5% |
| 30D | -18.5% | -5.7% | -12.8% | -16.7% |
| 3M | -13.2% | +9.1% | -22.3% | -17.0% |
| 6M | -8.7% | +15.2% | -23.9% | -15.1% |
| YTD | +12.2% | -6.3% | +18.5% | +13.9% |
| 1Y | +24.9% | -19.1% | +44.0% | +36.5% |
| 3Y | +383.9% | +8.2% | +375.7% | +334.3% |
| All | +622.3% | +74.4% | +548.0% | +368.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling