+247.2%
HD vs RJF
+343.7%
-96.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +5.2% | +4.0% | +1.2% | +3.8% |
| 30D | +20.7% | +6.1% | +14.6% | +18.3% |
| 3M | +0.8% | -5.8% | +6.6% | +2.9% |
| 6M | +12.2% | +9.7% | +2.5% | +8.2% |
| YTD | +4.2% | +6.2% | -1.9% | +1.0% |
| 1Y | -2.6% | +5.3% | -7.9% | -5.4% |
| 3Y | +30.0% | +74.4% | -44.4% | +2.3% |
| 5Y | +8.1% | +81.6% | -73.5% | -18.1% |
| 10Y | +247.2% | +333.6% | -86.4% | +92.2% |
| All | +247.2% | +343.7% | -96.5% | +92.2% |
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