+114.2%
HIG vs RJF
+104.0%
+10.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | -2.7% | +1.3% | -0.4% |
| 30D | -0.4% | -4.3% | +3.9% | +1.4% |
| 3M | +6.7% | +15.7% | -9.1% | +0.1% |
| 6M | +2.0% | +17.8% | -15.8% | -5.2% |
| YTD | +0.3% | +9.2% | -8.9% | -4.4% |
| 1Y | +4.2% | +2.8% | +1.4% | +1.6% |
| 3Y | +102.2% | +69.5% | +32.8% | +52.4% |
| All | +114.2% | +104.0% | +10.2% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling