+24.7%
HRB vs RJF
+69.1%
-44.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -12.2% | -4.2% | -8.0% | -11.4% |
| 30D | -3.0% | -3.6% | +0.6% | -2.2% |
| 3M | +21.7% | +15.6% | +6.1% | +18.4% |
| 6M | +52.3% | +17.6% | +34.7% | +46.8% |
| YTD | +6.5% | +9.2% | -2.7% | +4.1% |
| 1Y | -6.7% | +5.5% | -12.2% | -8.2% |
| All | +24.7% | +69.1% | -44.3% | +4.5% |
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