+116.4%
HPE vs RJF
+7.8%
+108.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +4.3% | -10.0% | -7.4% |
| 7D | -17.0% | +7.2% | -24.1% | -19.5% |
| 30D | -26.7% | +4.9% | -31.6% | -28.2% |
| 3M | -4.1% | -5.5% | +1.4% | -0.5% |
| 6M | +75.4% | +8.0% | +67.5% | +68.8% |
| YTD | +111.0% | +6.2% | +104.9% | +98.2% |
| 1Y | +116.4% | +7.8% | +108.6% | +101.1% |
| All | +116.4% | +7.8% | +108.6% | +101.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling