+5.3%
HUM vs AJG
+74.4%
-69.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.7% |
| 7D | +2.1% | -8.3% | +10.3% | +5.1% |
| 30D | +5.4% | -5.7% | +11.1% | +7.4% |
| 3M | +11.4% | +9.1% | +2.3% | +6.6% |
| 6M | +141.5% | +15.2% | +126.3% | +125.4% |
| YTD | +61.2% | -6.3% | +67.5% | +63.9% |
| 1Y | +49.2% | -19.1% | +68.3% | +59.3% |
| 3Y | -9.0% | +8.2% | -17.3% | -13.6% |
| All | +5.3% | +74.4% | -69.0% | -17.5% |
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