+649.7%
HBM vs RJF
+1,631.0%
-981.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +5.5% | -0.3% | +5.8% | +5.6% |
| 30D | +3.3% | -2.0% | +5.3% | +4.4% |
| 3M | +12.7% | +16.3% | -3.7% | +1.5% |
| 6M | +28.2% | +16.9% | +11.3% | +14.7% |
| YTD | +45.3% | +10.4% | +34.9% | +33.9% |
| 1Y | +121.7% | +7.4% | +114.3% | +107.4% |
| 3Y | +523.5% | +72.2% | +451.3% | +316.0% |
| 5Y | +393.9% | +105.1% | +288.8% | +192.4% |
| 10Y | +647.9% | +430.9% | +217.0% | +146.1% |
| All | +649.7% | +1,631.0% | -981.4% | +38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling