+75.8%
HST vs RJF
+101.5%
-25.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | +0.7% | -4.2% | +4.9% | +3.0% |
| 30D | -0.7% | -3.6% | +2.9% | +1.2% |
| 3M | -4.0% | +15.6% | -19.7% | -11.8% |
| 6M | +20.7% | +17.6% | +3.1% | +9.5% |
| YTD | +31.0% | +9.2% | +21.8% | +23.1% |
| 1Y | +36.2% | +5.5% | +30.7% | +30.1% |
| 3Y | +66.6% | +70.3% | -3.7% | +17.4% |
| 5Y | +75.8% | +106.0% | -30.2% | +6.7% |
| All | +75.8% | +101.5% | -25.7% | +6.7% |
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