+3,006.1%
HRB vs RJF
+49,058.3%
-46,052.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -10.6% | -0.3% | -10.3% | -10.5% |
| 30D | -0.8% | -2.0% | +1.2% | -0.2% |
| 3M | +19.1% | +16.3% | +2.7% | +13.6% |
| 6M | +48.7% | +16.9% | +31.8% | +41.1% |
| YTD | +7.1% | +10.4% | -3.3% | +3.2% |
| 1Y | -8.3% | +7.4% | -15.7% | -11.1% |
| 3Y | +25.8% | +72.2% | -46.4% | +3.6% |
| 5Y | +111.1% | +105.1% | +6.0% | +62.1% |
| 10Y | +206.6% | +430.9% | -224.4% | +74.6% |
| All | +3,006.1% | +49,058.3% | -46,052.2% | +448.4% |
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