-21.8%
ALHC vs RJF
+135.8%
-157.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | -1.0% | -1.3% | +0.2% | -0.8% |
| 3M | -10.2% | +18.9% | -29.0% | -15.1% |
| 6M | -28.3% | +15.0% | -43.3% | -31.7% |
| YTD | -31.4% | +12.2% | -43.7% | -34.3% |
| 1Y | -16.9% | +5.6% | -22.6% | -19.1% |
| 3Y | +135.5% | +74.9% | +60.6% | +86.3% |
| 5Y | -33.6% | +106.6% | -140.3% | -50.3% |
| All | -21.8% | +135.8% | -157.6% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling