+11,036.6%
AJG vs HUBB
+152,391.5%
-141,354.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.2% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | -5.7% | -10.0% | +4.3% | -5.6% |
| 3M | +9.1% | -1.6% | +10.7% | +9.1% |
| 6M | +15.2% | -3.1% | +18.3% | +15.2% |
| YTD | -6.3% | +4.6% | -10.9% | -6.4% |
| 1Y | -19.1% | +3.3% | -22.5% | -19.2% |
| 3Y | +8.2% | +46.6% | -38.4% | +7.7% |
| 5Y | +75.6% | +158.7% | -83.0% | +73.9% |
| 10Y | +471.1% | +443.5% | +27.7% | +462.3% |
| All | +11,036.6% | +152,391.5% | -141,354.9% | +11,472.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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