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  • HST vs RJF✓SelectedUSD · RJFHST vs RJF performance historyLatest closeAs of+0.27%09/04
Stock and ETF performance explorer

HST vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,330.6%
RJF return
+49,848.3%
Excess return
-48,517.6%
Maximum drawdown
-87.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+0.3%-1.6%+1.8%+1.0%
7D-1.0%-0.6%-0.4%-0.8%
30D-12.3%-1.3%-11.0%-11.8%
3M-6.4%+18.9%-25.2%-14.4%
6M+15.0%+15.0%0.0%+6.6%
YTD+30.5%+12.2%+18.3%+21.9%
1Y+35.7%+5.6%+30.0%+30.2%
3Y+68.4%+74.9%-6.5%+24.2%
5Y+73.1%+106.6%-33.5%+16.0%
10Y+92.7%+433.1%-340.3%-20.4%
All+1,330.6%+49,848.3%-48,517.6%+47.2%

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