-22.2%
HDB vs JAAA
+27.5%
-49.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +14.1% | +0.4% | +13.7% | +13.6% |
| 3M | +11.8% | +1.2% | +10.6% | +10.3% |
| 6M | +8.2% | +2.3% | +5.9% | +5.5% |
| YTD | -29.3% | +4.0% | -33.3% | -32.2% |
| 1Y | -28.8% | +4.8% | -33.6% | -32.1% |
| 3Y | -7.5% | +18.4% | -25.9% | -17.6% |
| All | -22.2% | +27.5% | -49.8% | -36.1% |
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