+420.1%
HUT vs RJF
+215.9%
+204.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +7.4% |
| 7D | +17.8% | -0.6% | +18.4% | +18.4% |
| 30D | +0.8% | -1.3% | +2.1% | +1.2% |
| 3M | -26.8% | +18.9% | -45.7% | -37.5% |
| 6M | +72.6% | +15.0% | +57.5% | +51.9% |
| YTD | +103.6% | +12.2% | +91.4% | +82.7% |
| 1Y | +265.3% | +5.6% | +259.6% | +243.9% |
| 3Y | +689.4% | +74.9% | +614.5% | +424.6% |
| 5Y | +75.3% | +106.6% | -31.3% | +11.9% |
| All | +420.1% | +215.9% | +204.3% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling