+129.2%
HPE vs RJF
+7.8%
+121.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.2% |
| 30D | -2.3% | -1.3% | -1.0% | -1.6% |
| 3M | -2.9% | +18.9% | -21.7% | -11.5% |
| 6M | +143.6% | +15.0% | +128.5% | +124.6% |
| YTD | +118.5% | +12.2% | +106.3% | +101.1% |
| 1Y | +129.2% | +5.6% | +123.6% | +112.7% |
| All | +129.2% | +7.8% | +121.4% | +112.7% |
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