+31,139.8%
HD vs RJF
+49,848.3%
-18,708.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -8.4% | -1.3% | -7.2% | -8.1% |
| 3M | +4.3% | +18.9% | -14.5% | -1.6% |
| 6M | -11.1% | +15.0% | -26.2% | -15.5% |
| YTD | -4.7% | +12.2% | -16.9% | -9.0% |
| 1Y | -19.8% | +5.6% | -25.4% | -22.1% |
| 3Y | +4.1% | +74.9% | -70.8% | -15.9% |
| 5Y | +10.3% | +106.6% | -96.3% | -17.3% |
| 10Y | +203.2% | +433.1% | -229.9% | +58.1% |
| All | +31,139.8% | +49,848.3% | -18,708.5% | +3,261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling