-36.6%
HDB vs JAAA
+26.7%
-63.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -4.9% | +0.5% | -5.3% | -5.3% |
| 3M | -2.3% | +1.2% | -3.5% | -3.6% |
| 6M | -23.7% | +2.8% | -26.6% | -26.0% |
| YTD | -38.5% | +3.2% | -41.7% | -40.4% |
| 1Y | -36.5% | +4.8% | -41.3% | -39.3% |
| 3Y | -28.5% | +19.0% | -47.4% | -36.1% |
| All | -36.6% | +26.7% | -63.3% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling