+563.1%
HPE vs RJF
+429.3%
+133.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | 0.0% | +12.5% | +12.5% |
| 7D | +19.4% | -2.7% | +22.1% | +21.4% |
| 30D | +5.6% | -4.3% | +9.9% | +8.4% |
| 3M | +33.1% | +15.7% | +17.3% | +21.4% |
| 6M | +192.5% | +17.8% | +174.6% | +163.4% |
| YTD | +160.9% | +9.2% | +151.7% | +145.0% |
| 1Y | +155.0% | +2.8% | +152.2% | +148.3% |
| 3Y | +289.4% | +69.5% | +219.9% | +178.8% |
| 5Y | +395.7% | +105.9% | +289.7% | +208.6% |
| All | +563.1% | +429.3% | +133.8% | +155.4% |
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