-66.4%
HUBS vs AJG
+74.4%
-140.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.6% |
| 7D | -9.0% | -8.3% | -0.7% | -3.4% |
| 30D | +7.2% | -5.7% | +12.9% | +11.5% |
| 3M | +20.9% | +9.1% | +11.8% | +14.6% |
| 6M | -13.0% | +15.2% | -28.2% | -20.3% |
| YTD | -43.8% | -6.3% | -37.6% | -42.0% |
| 1Y | -54.6% | -19.1% | -35.5% | -48.8% |
| 3Y | -58.5% | +8.2% | -66.7% | -66.2% |
| All | -66.4% | +74.4% | -140.7% | -85.5% |
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