+66.7%
HDB vs RJF
+326.9%
-260.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +2.7% | +3.6% | -0.8% | +1.3% |
| 30D | +14.1% | +7.2% | +6.9% | +11.0% |
| 3M | +11.8% | -6.5% | +18.3% | +14.6% |
| 6M | +8.2% | +10.3% | -2.1% | +3.7% |
| YTD | -29.3% | +6.5% | -35.8% | -31.7% |
| 1Y | -28.8% | +6.1% | -34.9% | -31.2% |
| 3Y | -7.5% | +74.9% | -82.4% | -29.6% |
| 5Y | -23.1% | +81.3% | -104.4% | -44.0% |
| All | +66.7% | +326.9% | -260.2% | -21.0% |
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 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