+308.1%
HUBS vs AJG
+473.1%
-165.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.7% |
| 7D | -9.0% | -8.3% | -0.7% | -2.9% |
| 30D | +7.2% | -5.7% | +12.9% | +11.9% |
| 3M | +20.9% | +9.1% | +11.8% | +13.7% |
| 6M | -13.0% | +15.2% | -28.2% | -21.2% |
| YTD | -43.8% | -6.3% | -37.6% | -41.4% |
| 1Y | -54.6% | -19.1% | -35.5% | -47.8% |
| 3Y | -58.5% | +8.2% | -66.7% | -64.6% |
| 5Y | -66.4% | +75.6% | -142.0% | -81.1% |
| All | +308.1% | +473.1% | -165.0% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling