+35.7%
HST vs RJF
+7.8%
+27.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.7% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -12.3% | -1.3% | -11.0% | -11.9% |
| 3M | -6.4% | +18.9% | -25.2% | -11.4% |
| 6M | +15.0% | +15.0% | 0.0% | +9.6% |
| YTD | +30.5% | +12.2% | +18.3% | +23.4% |
| 1Y | +35.7% | +5.6% | +30.0% | +29.9% |
| All | +35.7% | +7.8% | +27.8% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling