+1,484.2%
HWM vs RJF
+382.5%
+1,101.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.8% | +4.0% | -5.7% | -4.5% |
| 30D | -2.7% | +6.1% | -8.8% | -6.8% |
| 3M | -22.7% | -5.8% | -16.9% | -19.8% |
| 6M | -18.9% | +9.7% | -28.6% | -24.6% |
| YTD | +7.1% | +6.2% | +0.9% | +0.5% |
| 1Y | +4.7% | +5.3% | -0.6% | -1.4% |
| 3Y | +345.6% | +74.4% | +271.1% | +185.1% |
| 5Y | +588.3% | +81.6% | +506.7% | +308.9% |
| 10Y | +1,516.2% | +333.6% | +1,182.6% | +405.8% |
| All | +1,484.2% | +382.5% | +1,101.7% | +372.2% |
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