+30.0%
HD vs JAAA
+18.5%
+11.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | +5.2% | +0.1% | +5.1% | +4.9% |
| 30D | +20.7% | +0.4% | +20.3% | +19.1% |
| 3M | +0.8% | +1.2% | -0.4% | -2.8% |
| 6M | +12.2% | +2.3% | +9.9% | +4.6% |
| YTD | +4.2% | +3.9% | +0.3% | -7.4% |
| 1Y | -2.6% | +4.8% | -7.3% | -15.4% |
| 3Y | +30.0% | +18.5% | +11.5% | -5.9% |
| All | +30.0% | +18.5% | +11.5% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling