Musnad Ahmad 220:0

Narrated to us by Muhammad ibn Ja'far, who said: Narrated to us Shu'bah, from Abu Ishaq, who said: I heard Salamah ibn Yazid al-Ju'fi say: I came to the Messenger of Allah (ﷺ) along with my brother, and we said: "O Messenger of Allah, our mother, Mulaykah, used to maintain ties of kinship, honor the guest, and do such and such of good deeds. She died during the Jahiliyyah (pre-Islamic period), so will that benefit her at all?" He (ﷺ) said: "Your mother was a woman who used to maintain ties of kinship, honor the guest, and do such and such of good deeds, but she died before the advent of Islam." We said: "O Messenger of Allah, shall we perform Hajj on her behalf?" He (ﷺ) said: "Yes, perform Hajj on her behalf."