+634.9%
HLT vs RJF
+543.0%
+92.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | -2.7% | +1.1% | -0.3% |
| 30D | -5.0% | -4.3% | -0.8% | -3.1% |
| 3M | -10.4% | +15.7% | -26.1% | -16.7% |
| 6M | +3.2% | +17.8% | -14.6% | -5.2% |
| YTD | +6.7% | +9.2% | -2.4% | +1.0% |
| 1Y | +10.3% | +2.8% | +7.5% | +7.2% |
| 3Y | +99.3% | +69.5% | +29.9% | +48.4% |
| 5Y | +143.7% | +105.9% | +37.8% | +62.5% |
| 10Y | +584.7% | +424.9% | +159.9% | +175.1% |
| All | +634.9% | +543.0% | +92.0% | +170.1% |
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 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