-52.4%
ALHC vs RJF
+7.8%
-60.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +4.3% | +5.8% | +8.2% |
| 7D | -0.5% | +7.2% | -7.6% | -3.2% |
| 30D | -4.2% | +4.9% | -9.1% | -6.1% |
| 3M | -39.8% | -5.5% | -34.3% | -38.7% |
| 6M | -57.7% | +8.0% | -65.7% | -59.0% |
| YTD | -58.8% | +6.2% | -65.0% | -60.1% |
| 1Y | -52.4% | +7.8% | -60.2% | -54.6% |
| All | -52.4% | +7.8% | -60.2% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling