+1,330.6%
HST vs RJF
+49,848.3%
-48,517.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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