+595.7%
HAL vs RJF
+49,848.3%
-49,252.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +2.9% | -0.6% | +3.5% | +3.1% |
| 30D | +17.0% | -1.3% | +18.3% | +17.5% |
| 3M | -9.7% | +18.9% | -28.5% | -16.1% |
| 6M | +8.6% | +15.0% | -6.4% | +1.8% |
| YTD | +33.0% | +12.2% | +20.8% | +25.6% |
| 1Y | +68.3% | +5.6% | +62.7% | +62.6% |
| 3Y | +0.1% | +74.9% | -74.8% | -21.3% |
| 5Y | +102.6% | +106.6% | -4.0% | +48.9% |
| 10Y | +3.8% | +433.1% | -429.2% | -43.3% |
| All | +595.7% | +49,848.3% | -49,252.5% | +61.6% |
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