+98.1%
HAS vs RJF
+323.1%
-225.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | +30.9% | +5.3% | +25.6% | +28.2% |
| 3M | +28.8% | -6.8% | +35.6% | +32.1% |
| 6M | +32.3% | +11.4% | +20.9% | +26.1% |
| YTD | +54.7% | +5.5% | +49.1% | +49.4% |
| 1Y | +63.2% | +3.7% | +59.6% | +58.6% |
| 3Y | +220.7% | +73.4% | +147.3% | +147.4% |
| 5Y | +53.3% | +78.3% | -25.0% | +13.6% |
| All | +98.1% | +323.1% | -225.0% | +2.1% |
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