+2,909.2%
HPQ vs RJF
+49,058.3%
-46,149.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.1% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +9.7% | -2.0% | +11.8% | +10.4% |
| 3M | +32.7% | +16.3% | +16.4% | +25.5% |
| 6M | +77.7% | +16.9% | +60.8% | +67.4% |
| YTD | +51.0% | +10.4% | +40.6% | +44.6% |
| 1Y | +18.4% | +7.4% | +11.0% | +14.5% |
| 3Y | +25.6% | +72.2% | -46.7% | +1.7% |
| 5Y | +38.6% | +105.1% | -66.5% | +4.8% |
| 10Y | +226.1% | +430.9% | -204.8% | +75.4% |
| All | +2,909.2% | +49,058.3% | -46,149.1% | +312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling