+34,289.6%
HD vs RJF
+47,070.7%
-12,781.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +1.9% |
| 7D | +3.6% | +3.4% | +0.2% | +2.5% |
| 30D | +21.6% | +5.9% | +15.6% | +19.4% |
| 3M | +0.1% | -4.6% | +4.7% | +1.6% |
| 6M | +13.0% | +9.5% | +3.5% | +9.3% |
| YTD | +4.9% | +6.0% | -1.0% | +2.1% |
| 1Y | -2.1% | +4.3% | -6.4% | -4.4% |
| 3Y | +32.6% | +76.6% | -44.0% | +6.9% |
| 5Y | +8.2% | +80.6% | -72.3% | -15.0% |
| 10Y | +257.9% | +346.5% | -88.6% | +98.1% |
| All | +34,289.6% | +47,070.7% | -12,781.2% | +3,670.5% |
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