+208.9%
XHB vs RJF
+429.3%
-220.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.6% | -2.7% | -1.9% | -3.4% |
| 30D | -9.1% | -4.3% | -4.9% | -7.3% |
| 3M | -8.6% | +15.7% | -24.3% | -15.0% |
| 6M | -4.0% | +17.8% | -21.8% | -11.7% |
| YTD | -3.9% | +9.2% | -13.1% | -9.0% |
| 1Y | -16.5% | +2.8% | -19.2% | -18.7% |
| 3Y | +22.6% | +69.5% | -46.9% | -8.5% |
| 5Y | +33.9% | +105.9% | -72.0% | -11.0% |
| All | +208.9% | +429.3% | -220.4% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling