+29.4%
HAS vs JAAA
+29.3%
+0.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.8% | +0.1% | -4.9% | -5.1% |
| 30D | -5.1% | +0.5% | -5.6% | -6.2% |
| 3M | +6.4% | +1.2% | +5.1% | +3.1% |
| 6M | -5.6% | +2.7% | -8.4% | -11.8% |
| YTD | +11.0% | +3.2% | +7.8% | +2.6% |
| 1Y | +16.8% | +4.8% | +12.0% | +4.1% |
| 3Y | +44.0% | +19.0% | +25.0% | +9.4% |
| 5Y | +11.0% | +26.8% | -15.8% | -20.7% |
| All | +29.4% | +29.3% | +0.1% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling