-54.1%
HUBS vs RJF
+7.8%
-61.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.3% | -8.6% | -5.9% |
| 7D | -13.0% | +7.2% | -20.1% | -15.6% |
| 30D | -1.8% | +4.9% | -6.7% | -3.9% |
| 3M | -13.0% | -5.5% | -7.4% | -10.7% |
| 6M | -12.4% | +8.0% | -20.4% | -15.4% |
| YTD | -46.0% | +6.2% | -52.2% | -47.9% |
| 1Y | -54.1% | +7.8% | -61.9% | -55.9% |
| All | -54.1% | +7.8% | -61.9% | -55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling