-55.9%
HUBS vs AJG
+16.2%
-72.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | -14.4% | +7.4% | -21.9% | -19.8% |
| 30D | -5.6% | +25.3% | -30.9% | -22.5% |
| 3M | -18.1% | +15.1% | -33.2% | -28.0% |
| 6M | -16.7% | +40.8% | -57.5% | -36.7% |
| YTD | -48.9% | +12.3% | -61.3% | -58.8% |
| 1Y | -55.9% | +17.5% | -73.4% | -64.7% |
| All | -55.9% | +16.2% | -72.1% | -64.7% |
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