+225.5%
HOOD vs RJF
+114.5%
+110.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.7% |
| 7D | -9.1% | -4.2% | -5.0% | -5.4% |
| 30D | +20.1% | -3.6% | +23.7% | +24.3% |
| 3M | +31.2% | +15.6% | +15.6% | +14.5% |
| 6M | +44.3% | +17.6% | +26.7% | +23.3% |
| YTD | +0.2% | +9.2% | -9.0% | -8.6% |
| 1Y | -3.5% | +5.5% | -9.0% | -8.9% |
| 3Y | +955.2% | +70.3% | +884.9% | +598.7% |
| 5Y | +175.3% | +106.0% | +69.3% | +77.9% |
| All | +225.5% | +114.5% | +110.9% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling