+32.4%
HDB vs RJF
+429.5%
-397.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -6.2% | -4.2% | -2.0% | -4.6% |
| 30D | -6.2% | -3.6% | -2.6% | -5.0% |
| 3M | -5.9% | +15.6% | -21.5% | -11.2% |
| 6M | -25.9% | +17.6% | -43.5% | -30.6% |
| YTD | -40.2% | +9.2% | -49.4% | -42.7% |
| 1Y | -38.0% | +5.5% | -43.5% | -40.0% |
| 3Y | -30.5% | +70.3% | -100.8% | -46.4% |
| 5Y | -38.1% | +106.0% | -144.2% | -57.2% |
| All | +32.4% | +429.5% | -397.1% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling