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  • HIG vs RJF✓SelectedUSD · RJFHIG vs RJF performance historyLatest closeAs of+0.66%09/09
Stock and ETF performance explorer

HIG vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+949.4%
RJF return
+8,410.5%
Excess return
-7,461.1%
Maximum drawdown
-96.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
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