+244.6%
HUT vs RJF
+197.4%
+47.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +34.9% | +1.5% | +33.4% | +33.3% |
| 30D | -25.9% | +6.7% | -32.6% | -30.6% |
| 3M | -31.7% | -7.3% | -24.4% | -29.3% |
| 6M | -42.2% | +9.8% | -52.0% | -48.6% |
| YTD | +34.9% | +5.6% | +29.3% | +24.6% |
| 1Y | +48.5% | +2.3% | +46.3% | +42.1% |
| 3Y | +471.2% | +73.6% | +397.6% | +276.7% |
| 5Y | -18.9% | +79.9% | -98.8% | -44.6% |
| All | +244.6% | +197.4% | +47.2% | +60.9% |
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 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