+1.7%
HUT vs AJG
+19.3%
-17.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +5.5% | -28.7% | -17.3% |
| 7D | -29.5% | +10.7% | -40.3% | -20.0% |
| 30D | -45.2% | +26.9% | -72.1% | -29.0% |
| 3M | -51.6% | +16.6% | -68.2% | -40.9% |
| 6M | -37.3% | +40.1% | -77.5% | -13.4% |
| YTD | +6.5% | +12.4% | -5.9% | +44.2% |
| 1Y | +1.7% | +15.9% | -14.2% | +38.5% |
| All | +1.7% | +19.3% | -17.6% | +38.5% |
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 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