+243.8%
HPQ vs RJF
+429.3%
-185.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +9.8% | -2.7% | +12.5% | +11.3% |
| 30D | +22.4% | -4.3% | +26.6% | +24.9% |
| 3M | +45.2% | +15.7% | +29.4% | +34.1% |
| 6M | +96.4% | +17.8% | +78.6% | +79.2% |
| YTD | +65.4% | +9.2% | +56.2% | +55.9% |
| 1Y | +31.6% | +2.8% | +28.8% | +27.9% |
| 3Y | +37.0% | +69.5% | -32.4% | +0.2% |
| 5Y | +53.0% | +105.9% | -52.9% | -1.3% |
| All | +243.8% | +429.3% | -185.4% | +48.1% |
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 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