-11.8%
HAL vs RJF
+76.1%
-87.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -6.5% | +4.0% | -10.5% | -8.3% |
| 30D | -2.1% | +6.1% | -8.3% | -5.1% |
| 3M | -4.9% | -5.8% | +1.0% | -2.4% |
| 6M | -19.3% | +9.7% | -29.0% | -23.9% |
| YTD | +14.3% | +6.2% | +8.1% | +8.9% |
| 1Y | +17.3% | +5.3% | +12.0% | +12.1% |
| All | -11.8% | +76.1% | -87.8% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling