+1,587.7%
HST vs RJF
+46,882.4%
-45,294.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -1.3% | -0.9% | -0.3% | -0.8% |
| 30D | +13.4% | +5.3% | +8.0% | +10.4% |
| 3M | +16.7% | -6.8% | +23.5% | +20.5% |
| 6M | +24.0% | +11.4% | +12.6% | +16.7% |
| YTD | +54.0% | +5.5% | +48.4% | +47.9% |
| 1Y | +55.0% | +3.7% | +51.4% | +50.1% |
| 3Y | +89.3% | +73.4% | +15.9% | +40.1% |
| 5Y | +85.4% | +78.3% | +7.1% | +33.5% |
| 10Y | +137.1% | +328.4% | -191.3% | +9.0% |
| All | +1,587.7% | +46,882.4% | -45,294.7% | +78.7% |
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 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