+111.9%
HAL vs RJF
+106.2%
+5.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -1.3% | -0.3% | -1.1% | -1.2% |
| 30D | +10.9% | -2.0% | +12.9% | +11.9% |
| 3M | -5.8% | +16.3% | -22.2% | -14.4% |
| 6M | +8.1% | +16.9% | -8.8% | -2.5% |
| YTD | +33.2% | +10.4% | +22.8% | +23.6% |
| 1Y | +74.2% | +7.4% | +66.8% | +63.9% |
| 3Y | -3.7% | +72.2% | -75.9% | -33.5% |
| 5Y | +111.9% | +105.1% | +6.8% | +21.4% |
| All | +111.9% | +106.2% | +5.7% | +21.4% |
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 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