+4,191.8%
HDB vs RJF
+2,705.9%
+1,485.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +4.1% | +1.5% | +2.6% | +3.3% |
| 30D | +13.0% | +6.7% | +6.2% | +9.4% |
| 3M | +11.3% | -7.3% | +18.6% | +15.1% |
| 6M | +6.9% | +9.8% | -2.8% | +1.8% |
| YTD | -29.6% | +5.6% | -35.3% | -32.3% |
| 1Y | -29.5% | +2.3% | -31.8% | -31.3% |
| 3Y | -8.1% | +73.6% | -81.7% | -33.3% |
| 5Y | -23.4% | +79.9% | -103.3% | -47.2% |
| 10Y | +62.9% | +328.8% | -265.9% | -33.4% |
| All | +4,191.8% | +2,705.9% | +1,485.8% | +607.3% |
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