+949.4%
HIG vs RJF
+8,410.5%
-7,461.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -0.5% | -0.3% | -0.2% | -0.3% |
| 30D | -2.8% | -2.0% | -0.8% | -1.8% |
| 3M | +6.3% | +16.3% | -10.0% | -3.2% |
| 6M | -0.1% | +16.9% | -17.0% | -9.7% |
| YTD | +0.4% | +10.4% | -10.0% | -6.9% |
| 1Y | +6.2% | +7.4% | -1.2% | -0.6% |
| 3Y | +101.6% | +72.2% | +29.4% | +37.6% |
| 5Y | +119.8% | +105.1% | +14.7% | +30.6% |
| 10Y | +311.7% | +430.9% | -119.2% | +27.5% |
| All | +949.4% | +8,410.5% | -7,461.1% | -3.0% |
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 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