-46.7%
HUBS vs AJG
-12.9%
-33.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.5% | -2.0% |
| 7D | -5.0% | -1.8% | -3.2% | -3.8% |
| 30D | -1.0% | +4.6% | -5.7% | -4.3% |
| 3M | +12.4% | +24.9% | -12.6% | -1.3% |
| 6M | -11.1% | +17.2% | -28.3% | -20.6% |
| YTD | -38.3% | +2.2% | -40.5% | -45.2% |
| 1Y | -46.7% | -11.5% | -35.2% | -51.0% |
| All | -46.7% | -12.9% | -33.8% | -51.0% |
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