+199.1%
HRB vs RJF
+429.3%
-230.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -8.0% | -2.7% | -5.3% | -6.9% |
| 30D | -16.0% | -4.3% | -11.7% | -14.4% |
| 3M | +26.9% | +15.7% | +11.1% | +18.9% |
| 6M | +51.1% | +17.8% | +33.3% | +39.5% |
| YTD | +7.1% | +9.2% | -2.1% | +1.8% |
| 1Y | -9.6% | +2.8% | -12.4% | -12.0% |
| 3Y | +25.4% | +69.5% | -44.0% | -6.9% |
| 5Y | +114.9% | +105.9% | +9.0% | +38.8% |
| All | +199.1% | +429.3% | -230.1% | +26.3% |
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 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