+403.8%
HUT vs AJG
+290.7%
+113.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +2.8% | -8.5% | +11.4% | +6.4% |
| 30D | +2.1% | -3.8% | +5.8% | +3.1% |
| 3M | -14.3% | +10.8% | -25.1% | -21.1% |
| 6M | +84.2% | +15.6% | +68.6% | +63.1% |
| YTD | +97.2% | -5.1% | +102.3% | +93.6% |
| 1Y | +192.7% | -16.0% | +208.8% | +205.6% |
| 3Y | +712.6% | +9.7% | +702.8% | +549.3% |
| 5Y | +85.5% | +77.8% | +7.6% | +6.9% |
| All | +403.8% | +290.7% | +113.0% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling