+104.6%
HUT vs AJG
+74.4%
+30.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.1% | +9.1% |
| 7D | +5.4% | -8.3% | +13.7% | +7.7% |
| 30D | +8.6% | -5.7% | +14.3% | +9.8% |
| 3M | -15.2% | +9.1% | -24.3% | -20.8% |
| 6M | +92.9% | +15.2% | +77.7% | +73.0% |
| YTD | +114.6% | -6.3% | +120.9% | +115.6% |
| 1Y | +208.5% | -19.1% | +227.6% | +240.2% |
| 3Y | +821.5% | +8.2% | +813.3% | +552.3% |
| All | +104.6% | +74.4% | +30.2% | -21.5% |
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