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  • HUM vs RJF✓SelectedUSD · RJFHUM vs RJF performance historyLatest closeAs of-0.76%09/09
Stock and ETF performance explorer

HUM vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,556.9%
RJF return
+49,058.3%
Excess return
-43,501.4%
Maximum drawdown
-85.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-0.8%-0.6%-0.1%-0.6%
7D-0.2%-0.3%0.0%-0.2%
30D+3.7%-2.0%+5.7%+4.2%
3M+10.4%+16.3%-5.9%+6.0%
6M+125.7%+16.9%+108.8%+116.3%
YTD+57.3%+10.4%+46.9%+52.8%
1Y+48.6%+7.4%+41.2%+45.2%
3Y-11.3%+72.2%-83.5%-24.4%
5Y+0.8%+105.1%-104.3%-19.4%
10Y+146.7%+430.9%-284.3%+49.3%
All+5,556.9%+49,058.3%-43,501.4%+1,139.0%

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