+448.2%
HUT vs AJG
+285.9%
+162.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.1% | +9.3% |
| 7D | +5.4% | -8.3% | +13.7% | +8.9% |
| 30D | +8.6% | -5.7% | +14.3% | +10.6% |
| 3M | -15.2% | +9.1% | -24.3% | -21.5% |
| 6M | +92.9% | +15.2% | +77.7% | +70.6% |
| YTD | +114.6% | -6.3% | +120.9% | +111.6% |
| 1Y | +208.5% | -19.1% | +227.6% | +229.1% |
| 3Y | +821.5% | +8.2% | +813.3% | +640.7% |
| 5Y | +101.8% | +75.6% | +26.2% | +16.9% |
| All | +448.2% | +285.9% | +162.3% | +133.0% |
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