+6.2%
HD vs RJF
+106.2%
-100.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -10.8% | -2.0% | -8.8% | -10.3% |
| 3M | -2.7% | +16.3% | -19.0% | -7.2% |
| 6M | -10.3% | +16.9% | -27.2% | -14.8% |
| YTD | -7.8% | +10.4% | -18.3% | -11.4% |
| 1Y | -23.1% | +7.4% | -30.6% | -25.6% |
| 3Y | +2.0% | +72.2% | -70.2% | -17.8% |
| 5Y | +6.2% | +105.1% | -98.9% | -19.7% |
| All | +6.2% | +106.2% | -100.0% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling