+448.2%
HUT vs RJF
+207.3%
+240.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.9% |
| 7D | +5.4% | -2.7% | +8.1% | +7.7% |
| 30D | +8.6% | -4.3% | +12.9% | +11.7% |
| 3M | -15.2% | +15.7% | -31.0% | -25.9% |
| 6M | +92.9% | +17.8% | +75.1% | +66.3% |
| YTD | +114.6% | +9.2% | +105.5% | +96.7% |
| 1Y | +208.5% | +2.8% | +205.7% | +196.8% |
| 3Y | +821.5% | +69.5% | +752.0% | +528.1% |
| 5Y | +101.8% | +105.9% | -4.1% | +30.0% |
| All | +448.2% | +207.3% | +240.9% | +154.1% |
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