+238.8%
HAL vs JAAA
+29.3%
+209.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.8% |
| 7D | +2.9% | +0.2% | +2.8% | +2.5% |
| 30D | +17.0% | +0.5% | +16.5% | +15.6% |
| 3M | -9.7% | +1.3% | -10.9% | -12.2% |
| 6M | +8.6% | +2.7% | +6.0% | +2.2% |
| YTD | +33.0% | +3.2% | +29.8% | +23.7% |
| 1Y | +68.3% | +4.9% | +63.4% | +50.5% |
| 3Y | +0.1% | +19.0% | -18.9% | -21.1% |
| 5Y | +102.6% | +26.8% | +75.8% | +50.4% |
| All | +238.8% | +29.3% | +209.5% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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