-4.5%
HAL vs RJF
+76.7%
-81.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.3% |
| 7D | +0.5% | +1.8% | -1.3% | -0.4% |
| 30D | +15.9% | 0.0% | +15.9% | +15.8% |
| 3M | -8.7% | +18.0% | -26.7% | -16.3% |
| 6M | +9.0% | +17.0% | -7.9% | 0.0% |
| YTD | +32.0% | +11.1% | +20.9% | +23.8% |
| 1Y | +72.5% | +8.0% | +64.5% | +64.0% |
| 3Y | -4.5% | +73.3% | -77.8% | -24.7% |
| All | -4.5% | +76.7% | -81.2% | -24.7% |
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