+48.6%
HAS vs RJF
+73.7%
-25.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.2% | +3.6% | -3.7% | -1.3% |
| 30D | +31.0% | +3.5% | +27.5% | +29.5% |
| 3M | +30.7% | -8.9% | +39.6% | +34.4% |
| 6M | +23.9% | +2.9% | +21.0% | +22.2% |
| YTD | +48.3% | +2.8% | +45.5% | +45.1% |
| 1Y | +60.2% | +2.7% | +57.6% | +56.6% |
| 3Y | +189.2% | +69.3% | +119.9% | +131.4% |
| All | +48.6% | +73.7% | -25.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling