+876.3%
HALO vs RJF
+429.3%
+447.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.7% | -2.7% | 0.0% | -1.8% |
| 30D | +5.3% | -4.3% | +9.6% | +6.9% |
| 3M | +51.6% | +15.7% | +35.8% | +43.1% |
| 6M | +61.3% | +17.8% | +43.4% | +51.0% |
| YTD | +59.3% | +9.2% | +50.1% | +52.7% |
| 1Y | +38.3% | +2.8% | +35.5% | +35.1% |
| 3Y | +185.9% | +69.5% | +116.4% | +124.8% |
| 5Y | +159.9% | +105.9% | +54.0% | +83.8% |
| All | +876.3% | +429.3% | +447.0% | +245.2% |
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