+34,084.2%
HD vs RJF
+46,882.4%
-12,798.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.2% | -0.9% | -0.2% | -0.8% |
| 30D | +20.9% | +5.3% | +15.5% | +18.9% |
| 3M | -0.2% | -6.8% | +6.7% | +2.2% |
| 6M | +14.5% | +11.4% | +3.1% | +10.1% |
| YTD | +4.3% | +5.5% | -1.2% | +1.6% |
| 1Y | -3.5% | +3.7% | -7.1% | -5.5% |
| 3Y | +30.1% | +73.4% | -43.3% | +5.6% |
| 5Y | +8.5% | +78.3% | -69.9% | -14.5% |
| 10Y | +245.3% | +328.4% | -83.1% | +93.7% |
| All | +34,084.2% | +46,882.4% | -12,798.1% | +3,652.9% |
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 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