+265.3%
HUT vs RJF
+7.8%
+257.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +7.1% |
| 7D | +17.8% | -0.6% | +18.4% | +18.2% |
| 30D | +0.8% | -1.3% | +2.1% | +1.4% |
| 3M | -26.8% | +18.9% | -45.7% | -37.4% |
| 6M | +72.6% | +15.0% | +57.5% | +51.3% |
| YTD | +103.6% | +12.2% | +91.4% | +80.1% |
| 1Y | +265.3% | +5.6% | +259.6% | +220.5% |
| All | +265.3% | +7.8% | +257.4% | +220.5% |
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 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