+248.6%
HD vs RJF
+326.9%
-78.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +1.5% | +3.6% | -2.1% | +0.3% |
| 30D | +18.0% | +7.2% | +10.8% | +15.2% |
| 3M | +2.8% | -6.5% | +9.3% | +5.2% |
| 6M | +17.0% | +10.3% | +6.7% | +12.5% |
| YTD | +3.5% | +6.5% | -3.0% | +0.2% |
| 1Y | -2.6% | +6.1% | -8.7% | -5.7% |
| 3Y | +30.7% | +74.9% | -44.2% | +2.7% |
| 5Y | +6.2% | +81.3% | -75.1% | -19.6% |
| All | +248.6% | +326.9% | -78.4% | +88.9% |
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