-18.0%
HWM vs RJF
+9.0%
-27.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.5% |
| 7D | +5.0% | -0.9% | +5.9% | +5.3% |
| 30D | +1.5% | +5.3% | -3.8% | -0.4% |
| 3M | -20.3% | -6.8% | -13.5% | -17.8% |
| 6M | -18.0% | +11.4% | -29.5% | -19.8% |
| All | -18.0% | +9.0% | -27.0% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling