+888.2%
HOOD vs RJF
+76.2%
+812.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.6% |
| 7D | -5.1% | +4.0% | -9.1% | -9.0% |
| 30D | -25.4% | +6.1% | -31.5% | -30.3% |
| 3M | -14.0% | -5.8% | -8.1% | -8.2% |
| 6M | +5.6% | +9.7% | -4.1% | -6.3% |
| YTD | -28.1% | +6.2% | -34.3% | -34.3% |
| 1Y | -40.1% | +5.3% | -45.4% | -44.3% |
| 3Y | +888.2% | +74.4% | +813.8% | +599.5% |
| All | +888.2% | +76.2% | +812.0% | +599.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling