-25.1%
ALHC vs RJF
+105.7%
-130.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -1.0% | +1.8% | -2.7% | -1.5% |
| 30D | -6.3% | 0.0% | -6.3% | -6.4% |
| 3M | -12.3% | +18.0% | -30.3% | -17.0% |
| 6M | -27.0% | +17.0% | -44.0% | -30.8% |
| YTD | -31.8% | +11.1% | -43.0% | -34.5% |
| 1Y | -17.0% | +8.0% | -25.0% | -19.7% |
| 3Y | +159.8% | +73.3% | +86.6% | +105.4% |
| 5Y | -25.1% | +107.4% | -132.6% | -42.9% |
| All | -25.1% | +105.7% | -130.9% | -42.9% |
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 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