-14.9%
HAL vs RJF
+326.9%
-341.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.5% |
| 7D | +6.1% | +3.6% | +2.5% | +3.3% |
| 30D | +2.9% | +7.2% | -4.3% | -2.9% |
| 3M | +3.3% | -6.5% | +9.8% | +7.6% |
| 6M | -16.9% | +10.3% | -27.2% | -24.3% |
| YTD | +21.2% | +6.5% | +14.7% | +11.7% |
| 1Y | +27.5% | +6.1% | +21.4% | +17.8% |
| 3Y | -6.4% | +74.9% | -81.3% | -43.5% |
| 5Y | +58.0% | +81.3% | -23.3% | -12.1% |
| All | -14.9% | +326.9% | -341.8% | -73.5% |
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