+48.5%
HUT vs RJF
+3.4%
+45.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +34.9% | +1.5% | +33.4% | +33.8% |
| 30D | -25.9% | +6.7% | -32.6% | -29.2% |
| 3M | -31.7% | -7.3% | -24.4% | -27.6% |
| 6M | -42.2% | +9.8% | -52.0% | -49.5% |
| YTD | +34.9% | +5.6% | +29.3% | +10.9% |
| 1Y | +48.5% | +2.3% | +46.3% | +34.9% |
| All | +48.5% | +3.4% | +45.1% | +34.9% |
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 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