+107.0%
HST vs RJF
+428.4%
-321.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -2.8% | -2.0% | -0.8% | -1.8% |
| 3M | -6.5% | +16.3% | -22.8% | -15.1% |
| 6M | +20.7% | +16.9% | +3.8% | +8.8% |
| YTD | +30.5% | +10.4% | +20.0% | +20.9% |
| 1Y | +36.8% | +7.4% | +29.4% | +28.5% |
| 3Y | +65.9% | +72.2% | -6.3% | +13.4% |
| 5Y | +73.9% | +105.1% | -31.2% | +3.4% |
| 10Y | +107.0% | +430.9% | -323.9% | -20.8% |
| All | +107.0% | +428.4% | -321.4% | -20.8% |
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