+57.4%
HL vs RJF
+49,360.8%
-49,303.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +7.1% | +1.8% | +5.3% | +6.7% |
| 30D | +21.4% | 0.0% | +21.5% | +21.4% |
| 3M | +37.4% | +18.0% | +19.5% | +32.2% |
| 6M | +0.4% | +17.0% | -16.6% | -3.4% |
| YTD | +6.7% | +11.1% | -4.4% | +3.9% |
| 1Y | +102.4% | +8.0% | +94.4% | +98.2% |
| 3Y | +417.4% | +73.3% | +344.1% | +351.0% |
| 5Y | +243.3% | +107.4% | +135.9% | +185.5% |
| 10Y | +242.6% | +428.5% | -185.9% | +129.7% |
| All | +57.4% | +49,360.8% | -49,303.4% | -29.2% |
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 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