+55.7%
HAS vs RJF
+428.9%
-373.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.0% |
| 7D | -3.1% | +1.8% | -4.9% | -3.8% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | +8.9% | +18.0% | -9.1% | +1.8% |
| 6M | -2.9% | +17.0% | -19.9% | -9.2% |
| YTD | +12.6% | +11.1% | +1.5% | +6.8% |
| 1Y | +17.5% | +8.0% | +9.5% | +12.4% |
| 3Y | +46.2% | +73.3% | -27.1% | +12.9% |
| 5Y | +12.6% | +107.4% | -94.8% | -21.5% |
| 10Y | +55.7% | +428.5% | -372.8% | -24.8% |
| All | +55.7% | +428.9% | -373.2% | -24.8% |
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 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