-65.8%
ALHC vs RJF
+80.1%
-145.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | -5.5% | -0.9% | -4.6% | -5.2% |
| 30D | -4.9% | +5.3% | -10.3% | -6.6% |
| 3M | -41.7% | -6.8% | -34.9% | -40.3% |
| 6M | -55.2% | +11.4% | -66.6% | -56.8% |
| YTD | -61.1% | +5.5% | -66.6% | -61.9% |
| 1Y | -53.3% | +3.7% | -57.0% | -54.1% |
| 3Y | +28.2% | +73.4% | -45.3% | -0.7% |
| 5Y | -65.8% | +78.3% | -144.1% | -75.2% |
| All | -65.8% | +80.1% | -145.9% | -75.2% |
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