+437.9%
HUBB vs RJF
+429.3%
+8.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.1% | -2.7% | +2.6% | +1.4% |
| 30D | -10.0% | -4.3% | -5.7% | -7.9% |
| 3M | -1.6% | +15.7% | -17.3% | -9.4% |
| 6M | -3.1% | +17.8% | -20.9% | -12.0% |
| YTD | +4.6% | +9.2% | -4.6% | -1.7% |
| 1Y | +3.3% | +2.8% | +0.6% | +0.1% |
| 3Y | +46.6% | +69.5% | -22.9% | +7.7% |
| 5Y | +158.7% | +105.9% | +52.7% | +64.6% |
| All | +437.9% | +429.3% | +8.6% | +100.4% |
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