+36.3%
HBAN vs RJF
+104.0%
-67.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.0% | -2.7% | +1.7% | +1.0% |
| 30D | -5.6% | -4.3% | -1.3% | -2.7% |
| 3M | -1.1% | +15.7% | -16.9% | -11.7% |
| 6M | +9.9% | +17.8% | -7.9% | -3.6% |
| YTD | -0.9% | +9.2% | -10.1% | -8.6% |
| 1Y | -1.4% | +2.8% | -4.2% | -5.0% |
| 3Y | +78.2% | +69.5% | +8.8% | +15.2% |
| All | +36.3% | +104.0% | -67.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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