+250.7%
HOOD vs RJF
+120.4%
+130.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -0.7% |
| 7D | +17.1% | -0.6% | +17.7% | +18.1% |
| 30D | +31.6% | -1.3% | +32.8% | +33.1% |
| 3M | +38.2% | +18.9% | +19.4% | +17.4% |
| 6M | +48.5% | +15.0% | +33.5% | +29.6% |
| YTD | +8.0% | +12.2% | -4.2% | -4.0% |
| 1Y | +18.7% | +5.6% | +13.0% | +11.9% |
| 3Y | +999.1% | +74.9% | +924.2% | +609.5% |
| 5Y | +181.7% | +106.6% | +75.0% | +71.1% |
| All | +250.7% | +120.4% | +130.3% | +168.5% |
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 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