-3.5%
HD vs RJF
+3.4%
-6.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.5% | +1.5% | -2.0% | -0.8% |
| 30D | +18.5% | +6.7% | +11.8% | +17.0% |
| 3M | +2.2% | -7.3% | +9.5% | +2.8% |
| 6M | +13.8% | +9.8% | +4.1% | +12.7% |
| YTD | +3.4% | +5.6% | -2.2% | 0.0% |
| 1Y | -3.5% | +2.3% | -5.8% | -5.9% |
| All | -3.5% | +3.4% | -6.9% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling