+246.3%
HPE vs RJF
+69.1%
+177.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -5.5% |
| 7D | +1.4% | -4.2% | +5.6% | +4.3% |
| 30D | +1.5% | -3.6% | +5.1% | +4.0% |
| 3M | +21.7% | +15.6% | +6.1% | +10.3% |
| 6M | +164.2% | +17.6% | +146.6% | +135.9% |
| YTD | +132.1% | +9.2% | +122.8% | +116.1% |
| 1Y | +130.6% | +5.5% | +125.1% | +119.6% |
| All | +246.3% | +69.1% | +177.2% | +147.3% |
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