+35.0%
XHB vs RJF
+103.8%
-68.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -8.3% | -2.0% | -6.3% | -7.5% |
| 3M | -7.1% | +16.3% | -23.5% | -13.7% |
| 6M | -5.3% | +16.9% | -22.2% | -12.3% |
| YTD | -3.2% | +10.4% | -13.6% | -8.7% |
| 1Y | -13.9% | +7.4% | -21.3% | -17.9% |
| 3Y | +24.9% | +72.2% | -47.3% | -8.6% |
| All | +35.0% | +103.8% | -68.8% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling