+42.4%
HD vs JAAA
+30.2%
+12.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +18.5% | +0.4% | +18.1% | +17.8% |
| 3M | +2.2% | +1.2% | +0.9% | +0.3% |
| 6M | +13.8% | +2.3% | +11.6% | +10.0% |
| YTD | +3.4% | +4.0% | -0.5% | -2.4% |
| 1Y | -3.5% | +4.8% | -8.3% | -10.0% |
| 3Y | +29.0% | +18.5% | +10.5% | +5.8% |
| 5Y | +6.1% | +27.5% | -21.4% | -19.4% |
| All | +42.4% | +30.2% | +12.2% | +1.6% |
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