+114.6%
HRB vs RJF
+104.0%
+10.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -8.0% | -2.7% | -5.3% | -7.3% |
| 30D | -16.0% | -4.3% | -11.7% | -14.9% |
| 3M | +26.9% | +15.7% | +11.1% | +21.6% |
| 6M | +51.1% | +17.8% | +33.3% | +43.3% |
| YTD | +7.1% | +9.2% | -2.1% | +3.7% |
| 1Y | -9.6% | +2.8% | -12.4% | -11.0% |
| 3Y | +25.4% | +69.5% | -44.0% | +1.2% |
| All | +114.6% | +104.0% | +10.5% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling