+2,426.8%
HALO vs RJF
+2,138.5%
+288.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +4.6% | -2.0% | +6.7% | +5.5% |
| 3M | +50.2% | +16.3% | +33.9% | +38.8% |
| 6M | +57.6% | +16.9% | +40.7% | +44.9% |
| YTD | +59.6% | +10.4% | +49.1% | +49.9% |
| 1Y | +41.2% | +7.4% | +33.8% | +33.9% |
| 3Y | +178.9% | +72.2% | +106.6% | +102.9% |
| 5Y | +160.1% | +105.1% | +55.0% | +67.0% |
| 10Y | +967.5% | +430.9% | +536.6% | +281.9% |
| All | +2,426.8% | +2,138.5% | +288.3% | +420.8% |
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