+30.6%
HUM vs AJG
-12.9%
+43.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +4.2% | -1.8% | +6.0% | +4.8% |
| 30D | +10.4% | +4.6% | +5.7% | +8.6% |
| 3M | +15.1% | +24.9% | -9.8% | +3.4% |
| 6M | +120.9% | +17.2% | +103.7% | +105.7% |
| YTD | +57.9% | +2.2% | +55.8% | +59.6% |
| 1Y | +30.6% | -11.5% | +42.1% | +32.4% |
| All | +30.6% | -12.9% | +43.4% | +32.4% |
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