+792.3%
HUT vs RJF
+76.7%
+715.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.3% | +7.3% |
| 7D | +28.3% | +1.8% | +26.5% | +26.1% |
| 30D | +12.3% | 0.0% | +12.3% | +11.3% |
| 3M | -16.8% | +18.0% | -34.8% | -31.9% |
| 6M | +111.4% | +17.0% | +94.4% | +74.1% |
| YTD | +116.6% | +11.1% | +105.4% | +87.9% |
| 1Y | +290.5% | +8.0% | +282.5% | +248.5% |
| 3Y | +792.3% | +73.3% | +719.0% | +500.8% |
| All | +792.3% | +76.7% | +715.6% | +500.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling