+497.9%
HBM vs JAAA
+29.3%
+468.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | 0.0% | -7.5% | -7.5% |
| 7D | -3.7% | +0.1% | -3.8% | -4.0% |
| 30D | -3.7% | +0.4% | -4.1% | -5.1% |
| 3M | +8.0% | +1.2% | +6.8% | +3.6% |
| 6M | +15.8% | +2.7% | +13.1% | +5.7% |
| YTD | +34.4% | +3.2% | +31.2% | +20.6% |
| 1Y | +98.2% | +4.8% | +93.3% | +68.7% |
| 3Y | +476.6% | +19.0% | +457.6% | +259.2% |
| 5Y | +331.1% | +26.8% | +304.3% | +130.1% |
| All | +497.9% | +29.3% | +468.6% | +171.4% |
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