+12.9%
HAS vs RJF
+106.8%
-93.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | 0.0% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | +2.3% | -1.3% | +3.5% | +2.6% |
| 3M | +10.4% | +18.9% | -8.5% | +4.1% |
| 6M | -3.2% | +15.0% | -18.3% | -8.0% |
| YTD | +15.4% | +12.2% | +3.2% | +9.9% |
| 1Y | +18.8% | +5.6% | +13.2% | +15.4% |
| 3Y | +43.9% | +74.9% | -30.9% | +14.7% |
| All | +12.9% | +106.8% | -93.9% | -18.2% |
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 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