+501.6%
HUT vs RJF
+75.0%
+426.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.1% | +8.1% |
| 7D | +24.8% | -0.9% | +25.7% | +25.8% |
| 30D | -28.4% | +5.3% | -33.7% | -32.9% |
| 3M | -31.2% | -6.8% | -24.4% | -28.1% |
| 6M | -40.2% | +11.4% | -51.7% | -49.8% |
| YTD | +32.9% | +5.5% | +27.4% | +18.8% |
| 1Y | +39.1% | +3.7% | +35.4% | +28.3% |
| All | +501.6% | +75.0% | +426.5% | +288.3% |
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