+1,520.0%
HWM vs RJF
+379.7%
+1,140.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.8% | +2.7% |
| 7D | +5.0% | -0.9% | +5.9% | +5.7% |
| 30D | +1.5% | +5.3% | -3.8% | -2.2% |
| 3M | -20.3% | -6.8% | -13.5% | -16.7% |
| 6M | -18.0% | +11.4% | -29.5% | -24.6% |
| YTD | +9.5% | +5.5% | +3.9% | +3.1% |
| 1Y | +7.5% | +3.7% | +3.8% | +2.3% |
| 3Y | +355.7% | +73.4% | +282.2% | +192.6% |
| 5Y | +610.2% | +78.3% | +531.9% | +327.6% |
| 10Y | +1,516.8% | +328.4% | +1,188.3% | +409.3% |
| All | +1,520.0% | +379.7% | +1,140.4% | +384.8% |
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 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