+27.0%
HD vs JAAA
+29.3%
-2.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -10.8% | +0.5% | -11.3% | -11.5% |
| 3M | -2.7% | +1.2% | -3.9% | -4.5% |
| 6M | -10.3% | +2.7% | -13.0% | -13.8% |
| YTD | -7.8% | +3.2% | -11.0% | -12.0% |
| 1Y | -23.1% | +4.8% | -27.9% | -28.2% |
| 3Y | +2.0% | +19.0% | -17.0% | -16.3% |
| 5Y | +6.2% | +26.8% | -20.6% | -18.6% |
| All | +27.0% | +29.3% | -2.3% | -8.4% |
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 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