-24.7%
ALHC vs RJF
+132.1%
-156.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | -5.4% | -2.0% | -3.4% | -4.9% |
| 3M | -32.1% | +16.3% | -48.5% | -35.5% |
| 6M | -28.5% | +16.9% | -45.4% | -32.2% |
| YTD | -34.0% | +10.4% | -44.5% | -36.4% |
| 1Y | -20.9% | +7.4% | -28.3% | -23.4% |
| 3Y | +151.5% | +72.2% | +79.3% | +100.1% |
| 5Y | -28.8% | +105.1% | -133.9% | -46.6% |
| All | -24.7% | +132.1% | -156.8% | -47.8% |
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 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