+203.4%
HD vs RJF
+429.5%
-226.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -3.9% | -4.2% | +0.3% | -2.4% |
| 30D | -13.1% | -3.6% | -9.5% | -12.0% |
| 3M | -3.4% | +15.6% | -19.1% | -8.5% |
| 6M | -12.6% | +17.6% | -30.2% | -17.8% |
| YTD | -9.2% | +9.2% | -18.4% | -12.9% |
| 1Y | -23.9% | +5.5% | -29.4% | -26.2% |
| 3Y | +0.4% | +70.3% | -69.9% | -20.2% |
| 5Y | +4.5% | +106.0% | -101.5% | -24.5% |
| All | +203.4% | +429.5% | -226.1% | +51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling