+648.6%
HUBS vs RJF
+491.8%
+156.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -9.0% | -2.7% | -6.3% | -7.6% |
| 30D | +7.2% | -4.3% | +11.5% | +9.9% |
| 3M | +20.9% | +15.7% | +5.1% | +11.7% |
| 6M | -13.0% | +17.8% | -30.8% | -20.9% |
| YTD | -43.8% | +9.2% | -53.0% | -46.9% |
| 1Y | -54.6% | +2.8% | -57.4% | -55.7% |
| 3Y | -58.5% | +69.5% | -127.9% | -69.8% |
| 5Y | -66.4% | +105.9% | -172.3% | -78.2% |
| 10Y | +319.2% | +424.9% | -105.6% | +45.5% |
| All | +648.6% | +491.8% | +156.8% | +128.5% |
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